by Anthony Saunders · Wiley · tapa dura · ISBN 9780471350842
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«Credit Risk Measurement» is Anthony Saunders's finance essay, published by Wiley in hardback (240 pages, in English).
Saunders analyzes credit risk measurement and the internal models that emerged after the Bank for International Settlements rules of 1993. Saunders examines individual borrower risk, portfolio risk, and derivative contracts, and compares models such as KMV, CreditMetrics, CSFP, backtesting, and RAROC.
First edition, published on 18 June 1999, in the Frontiers in Finance series.
For professionals, students, and regulators in the financial sector who want to understand credit risk models without getting lost in technical detail.
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