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Arnaud de Servigny and Olivier Renault, Measuring and Managing Credit Risk

Posted on 2010-04-15




Name:Arnaud de Servigny and Olivier Renault, Measuring and Managing Credit Risk
  

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Arnaud de Servigny and Olivier Renault, Measuring and Managing Credit Risk, (New York: McGraw‐Hill, 2004). . ô€‚ƒ Chapter 2 – External and Internal Ratings . ô€‚ƒ Chapter 3 – Default Risk: Quantitative Methodologies . ô€‚ƒ Chapter 4 – Loss Given Default . ô€‚ƒ Chapter 6 – Credit Risk Portfolio Models . ô€‚ƒ Chapter 7 – Credit Risk Management and Strategic Capital Allocation .

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