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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Index
Accounting standards
Accuracy measure
Accuracy ratio
Acharya, V.
Adjustable rate mortgages (ARMs)
Advanced approaches
Advanced IRB (internal ratings-based) model. See also foundation vs. advanced IRB models
Advanced measurement approach (AMA)
Advanced models
After-tax adjusted income
Agent/arranger
Agrawal, D.
Aguais, S. D.
AIG
Alexander
Allen, L.31
Almeida, H.
Alt-A mortgages
Altman, E. I.
Altman Z-Score model
American Express
Amihud, K.
Anderson, R.
Arbitrage
Argentina
Arora, N
Arrangers
Arrow, K. K.
Artificial neural networks
Asarnow, E.
Asia
Asian banking crisis
Assessment of the IRB models
Asset-backed commercial paper (ABCP)
Asset-backed securities (ABSs)
Asset-backed securitization
Asset correlation
Asset drift
Asset securitization
Astebro, T.
Asymmetric counterparty credit risk
Auction mechanism
Auctions
Australia
Autoregressive models of housing prices
Average default rate
Average estimated LGD
Average yield spreads
Ayuso, J.
Back-propagation neural network
Back-testing
Bailout mechanisms
Bailouts
Balance sheets
Bangia, A.
Bank capital quantity
Bank capital requirements
Bankers Trust
Bank for International Settlements (BIS)
regulatory capital requirements
risk based capital ratio
Bank holding companies (BHCs)
Banking changes
credit default swaps
loan syndication
proprietary investing
securitization
Banking models
Banking problems, causes of
Bank leverage
Bank loans (CLOs)
Bank obligations, credit risk of
Bank of America (BOA)
Bank of England (BOE)
Bank of Japan ...
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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.