A survey of the fundamental issues and techniques surrounding risk management.a#39;Default correlation: from definition to proposed solutionsa#39;, UBS CDO Research, www.defaultrisk.com/pp_corr_65.htm. Manning ... a#39;On the pricing of corporate debt: the risk structure of interest ratesa#39;, Journal of Finance 29(2): 449-70. ... a#39; Recent bank loan research: implications for Moodya#39;s bank loan rating practicesa#39;, Moodya#39;s Investors Service Global Credit Research report 12/2004, www. moodyscom.
|Title||:||Risk Management for Central Banks and Other Public Investors|
|Author||:||Ulrich Bindseil, Fernando Gonzalez, Evangelos Tabakis|
|Publisher||:||Cambridge University Press - 2009-01-15|