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Credit risk and financial crises

Credit risk and financial crises

Pečená, Magda Teplý, Petr

paperback, 226 pp., 1. edition
published: october 2010
ISBN: 978-80-246-1872-2
recommended price: 250 czk

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summary

Covering the key principles of credit risk management, this book reflects current research trends in both Czech and foreign literature with a primary focus on the current global financial crisis. Authors discuss the underlying causes, milestones and credit losses stemming from the crisis, credit derivatives such as CDOs and CDSs, the role of credit rating agencies and stress testing methods. This book is aimed at experts, students and members of the public who are interested in credit risk management and its role in financial crises.