Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for

Background of credit risk and Java visualization for expected exposure -- Theoretical phase of a real-world case study -- Real-world case of the practical phase

This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.

The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to ef

The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory