Praise for Credit Risk Measurement New Approaches to Value at Risk and Other Paradigms Second Edition "Saunders and Allen provide practitioners a comprehensive picture of the tools available for the notoriously difficult task of quantifying credit risk. Without neglecting the underlying theory, they zero in on the actual technologies being employed, offering unbiased views of their comparative strengths and limitations." ?Martin Fridson, Chief High Yield Strategist, Merrill Lynch & Co. "Nowhere else can be found such a clear and rigorous presentation of the newest models, both original and second-generation, for analyzing stand-alone and portfolio credit asset risk models. This is a must read for any practitioner or scholar interested in applying or testing the latest entries in the credit risk modeling challenge or for attempting to build and test new approaches." ?Edward I. Altman, Max L. Heine Professor of Finance, NYU Stern School...

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