The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk manageme

The credit risk market is the fastest growing financial market in the world, attracting everyone from hedge funds to banks and insurance companies. Increasingly

Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in deriv

The credit derivatives market has developed rapidly over the lastten years and is now well established in the banking community andis increasingly making its pr