Dentro de la carpeta zip que ofrecemos se encuentran otras que incluyen los siguientes apartados en documentos PDF:
Part One: Obligor Creditworthiness Assessment Benchmarking Quantitative Default
- Risk Models: A Validation Methodology
- Regularization Algorithms for Transition Matrices
- Suddenly Structure Mattered: Insights into Recoveries from Defaulted Debt
- Bank-Loan Loss Given Default
- Measuring Default Correlation
- Appendix: Modelling Default Correlation
Part Two: Valuation of Credit-Risky Instruments
- Fundamental Theorem of Asset Pricing for Credit-Risky Securities
- Building a Credit Risk Valuation Framework for Loan Instruments
Part Three: Counterparty Credit Exposure Measurement and Control
- Calculating Credit Exposure and Credit Loss: A Case Study
- A Multi-factor Statistical Model for Interest Rates
- Using Scenario Banding to Stress Test Counterparty Credit Exposures
Part Four: Portfolio Credit Risk Measurement and Management
- An Integrated Market and Credit Risk Portfolio Model
- Integrated Market and Credit Risk Scenarios: An Example
- Credit Risk of an International Bond Portfolio: A Case Study
- Applying Portfolio Credit Risk Models to Retail Portfolios
- Applying Scenario Optimization to Portfolio Credit Risk
- Efficient Risk/Return Frontiers for Credit Risk