http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Third international conference on credit analysis and risk management
"This book provides a summary of state-of-the-art methods and research in the analysis of credit. As such, it offers very useful insights into this vital area of finance, which has too often been under-researched and little-taught in academia. Including an overview of processes that are utilized for estimating the probability of default and the loss given default for a wide array of debts, the book will also be useful in evaluating individual loans and bond, as well as managing entire portfolios of such assets"--Jacket cover.
Introduction : A summary of the Third International Conference on Credit Analysis and Risk Management / Austin Murphy -- Chapter one. Default Models : past, present and future / Terry Benzschawel -- Chapter two. A summary of "assessing the credit risk of money market funds during the Eurozone crisis" / Sean Collins and Emily Gallagher -- Chapter three. Credit risk modeling in segmented portfolios : an application to credit cards / José J. Canals-Cerdá and Sougata Kerr -- Chapter four. Effects of macroeconomic activity on credit risk of corporate bond : a study based on emerging country / Rimpa Saha and Arun Kumar Gopalaswamy -- Chapter five. Model for sovereign default and relative value / Terry Benzschawel, Yong Su, and Andrew Mortimer -- Chapter six. Risk models for CMO with credit tranching / Dror Parnes and Michael Jacobs -- Chapter seven. A summary of "the relation between counter-party default and interest rate volatility, and its impact on the credit risk of Interest rate derivatives" / Geoffrey R. Harris, Tao L. Wu, and Jiarui Yang -- Chapter eight. Liquidity and corporate governance : evidence from family firms / Liang Fu -- Chapter nine. Can balance sheet diversification substitute for the bank capital? / Matjaz Steinbacher and Mitja Steinbacher -- Chapter ten. Joining risks and rewards / Harvey J. Stein -- Chapter eleven. The credit risk premiium : measurement, hedging and prediction / Terry Benzschawel and Yong Su -- Chapter twelve. Fixing underexposed snapshots : proper computation of credit exposures under the real world and risk neutral measures / Harvey J. Stein -- Chapter thirteen. Measuring and correcting for the underestimation of the systematic risk of fixed-income securities / Austin Murphy -- Chapter fourteen. Analysis of loss given default : a literature review and classification / Abdolreza Nazemi, Maryam Mirzaei and Markus Hoechstoetter -- Chapter fifteen. When sovereign risk suddenly matters (again) : empirical evidence from the European debt crisis / Matthias Haerri, Stefan Morkoetter and Simone Westerfeld.
edited by Joseph Callaghan, Austin Murphy and Hong Qian.