Credit Risk Management In and Out of the Financial Crisis

Credit Risk Management In and Out of the Financial Crisis

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... J., and N. Saperia. a€œCredit Event Auction Primer. ... a€œTrading Credit Default Swaps via Interdealer Brokers, a€ journal of Financial Services Research (2007)32, no. ... aquot;CreditMetricsa€”Technical Document, RiskMetricsa€”Technical Document.


Title:Credit Risk Management In and Out of the Financial Crisis
Author: Anthony Saunders, Linda Allen
Publisher:John Wiley & Sons - 2010-04-16
ISBN-13:

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