May 2010
Intermediate to advanced
396 pages
10h 56m
English
book
Credit Risk Measurement In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, Third Edition
by Anthony Saunders, Linda Allen
Content preview from Credit Risk Measurement In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, Third Edition
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List of Abbreviations
| ABCP | asset-backed commercial paper |
| ABS | asset-backed security |
| AE | average exposure |
| AMA | advanced measurement approach |
| ARM | adjustable rate mortgage |
| ARS | adjusted relative spread |
| ABX | index of mortgage-backed security values |
| BHC | bank holding company |
| BIS | Bank for International Settlements |
| BISTRO | Broad Index Secured Trust Offering |
| BRW | benchmark risk weight |
| BSM | Black-Scholes-Merton Model |
| CAPM | capital asset pricing model |
| CBOE | Chicago Board Options Exchange |
| CDO | collateralized debt obligation |
| CDS | credit default swap |
| CFTC | Commodity Futures Trading Commission |
| CIO | collateralized insurance obligation |
| CLN | credit-linked note |
| CLO | collateralized loan obligation |
| CMO | collateralized mortgage obligation |
| CMR | cumulative mortality rate |
| CRE | commercial real estate |
| CS | credit spread |
| CSFP | Crédit Suisse Financial Products |
| CVR | contingent value rights |
| CWI | creditworthiness index |
| CYC | current yield curve |
| DD | distance to default |
| DM | default mode model |
| EAD | exposure at default |
| EBITDA | earnings before interest, taxes, depreciation, and amortization |
| EC | European Community |
| ECA | Export Credit Agency |
| EDF | expected default frequency |
| EDP | estimated default probability |
| EE | expected exposure |
| EL | expected losses |
| EVA | economic value added |
| EVT | extreme value theory |
| FA | foundation approach |
| FAS | Financial Accounting Standard |
| FASB | Financial Accounting Standards Board |
| FD | fair disclosure |
| FDIC | Federal Deposit Insurance Corporation |
| FNMA | Federal National Mortgage Association |
| FHFA | Federal Housing Finance Agency |
| FIs | financial institutions |
| FSHC | financial service holding company |
| FSA | Financial Services Authority |
| FSLIC | Federal Savings ... |
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.