{"title":"Credit","description":"\u003cp\u003eProducts tagged with \"Credit\"\u003c\/p\u003e","products":[{"product_id":"credit-risk-modelling-second-edition-developments","title":"Credit Modelling (2nd edition)","description":"\u003cp\u003eThe book reveals to traders how to consistently outperform credit benchmarks, how to hedge the credit risk premium, and how to overcome pension liability deficits. In addition, several successful trading strategies are presented including debt versus equities, Co-Co bond trading and a quantitative analysis of the municipal bond market.\u003c\/p\u003e\r\n\u003cp\u003eChapters include:\u003c\/p\u003e\r\n\u003cdiv\u003e\r\n\u003cul\u003e\r\n\u003cli\u003eCredit Models, Past Present and Future\u003c\/li\u003e\r\n\u003cli\u003ePredicting Annual Default Rates and Implications for Market Prices\u003c\/li\u003e\r\n\u003cli\u003eRisk and Relative Value in the Municipal Bond Market\u003c\/li\u003e\r\n\u003cli\u003eContingent Collateral Bonds\u003c\/li\u003e\r\n\u003cli\u003eModel for Sovereign Default and Relative Value\u003c\/li\u003e\r\n\u003cli\u003eBeating Credit Benchmarks\u003c\/li\u003e\r\n\u003cli\u003eAnalyzing and Hedging Systemic Liquidity Risk\u003c\/li\u003e\r\n\u003c\/ul\u003e\r\n\u003c\/div\u003e","brand":"Risk Books","offers":[{"title":"Default Title","offer_id":50769908695382,"sku":"9781782722595","price":72.5,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0904\/4433\/3398\/files\/cm-at-2d-crop-616pix.png?v=1751976704"},{"product_id":"landmarks-in-xva-from-counterparty-risk-to-funding-costs-and-capital1","title":"Landmarks in XVA","description":"\u003cp\u003e\u003cspan style=\"font-size: 14px;\"\u003eThe new challenges of FVA, DVA and CVA means that trading behaviour and the nature of trades need to be adapted to these valuation adjustments. Editors Chris Kenyon and Andrew Green gather together classic papers on these controversial pricing adjustments, from the seminal work by Hull and White on FVA to the latest developments with MVA and pricing, empowering you to become familiar with the evolving debate. These perennial pieces are placed beside newer work on regulation and accounting, providing access to the most traditional \u003c\/span\u003e\u003cem style=\"font-size: 14px;\"\u003eand\u003c\/em\u003e\u003cspan style=\"font-size: 14px;\"\u003e the most cutting-edge work in this area in one volume.\u003c\/span\u003e\u003c\/p\u003e","brand":"Risk Books","offers":[{"title":"Default Title","offer_id":51232493863254,"sku":"9781782722557","price":85.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0904\/4433\/3398\/files\/li_xva-2d-crop-616pix.png?v=1751977285"},{"product_id":"credit-risk-measurement-and-management","title":"Credit Risk Measurement and Management","description":"\u003cp\u003eCredit risk management is in an evolutionary state.\u003c\/p\u003e\r\n\u003cp\u003eThis evolution affects players globally in complex ways, changing how businesses must operate and adapt their risk practices.\u003c\/p\u003e\r\n\u003cdiv\u003e\r\n\u003cp\u003eCultural shifts toward quantitative methods that leverage large amounts of data have entered into an environment that has thus far relied upon relationships and subjectivity. Against a backdrop of further regulatory requirements and a dynamic political and economic environment, new Fintech entrants are disrupting and forcing incumbents to accept the strident reality and to evolve.\u003c\/p\u003e\r\n\u003cp\u003eCredit Risk Measurement and Management: Disruption and Evolution, edited by Amnon Levy and Jing Zhang, provides a comprehensive treatment of the subject, explaining how credit portfolio management and credit markets have evolved and will evolve further in this new era. The book explains the new requirements, presents implementation solutions, and discusses the operational and business impacts. With contributions from leading practitioners and regulatory experts, subjects covered include:\u003c\/p\u003e\r\n\u003cul\u003e\r\n\u003cli\u003eAn Exploration of the Evolution of Risk: Past, Present and Future\u003c\/li\u003e\r\n\u003cli\u003eRisk Trading, Risky Debt and Financial Stability\u003c\/li\u003e\r\n\u003cli\u003eClimate Change: Managing a New Financial Risk\u003c\/li\u003e\r\n\u003cli\u003eThe Evolution of the CLO Market\u003c\/li\u003e\r\n\u003cli\u003eInnovation and Digitisation in Credit\u003c\/li\u003e\r\n\u003cli\u003eMachine Learning and Artificial Intelligence in Credit Risk Analytics\u003c\/li\u003e\r\n\u003cli\u003eDisruption of Credit Portfolio Management in Illiquid Credit Markets\u003c\/li\u003e\r\n\u003c\/ul\u003e\r\n\u003cp\u003eAn essential text for all those involved in credit portfolio management and risk management as well as regulators, auditors and academics among many others, this book will equip readers with the tools they need to understand and operate in the changing credit market.\u003c\/p\u003e\r\n\u003c\/div\u003e","brand":"Risk Books","offers":[{"title":"Default Title","offer_id":51232493109590,"sku":"9781782724131","price":145.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0904\/4433\/3398\/files\/616_pix_image.png?v=1751977566"}],"url":"https:\/\/www.riskbooks.com\/collections\/credit.oembed","provider":"Risk Books","version":"1.0","type":"link"}