Contents
Foreword
Delivering on a Promise
How to Leverage Basel II Investments to Create
Value for the Credit Business
Laying the Foundations
Sound Data Governance and Data Quality as Asset
and Competitive Advantage
In Search of the Right Measure
Linking Credit Risk Modeling and Measurement in
Basel II and IFRS
Going to the Limit
On the Use of Advanced Credit Risk Measures in a
Credit Risk Limit System
Exploring the Unexpected
Developing and Using Credit Risk Stress Testing in
Risk Management
Pricing at all Costs
Comments on Credit Pricing Today and its Post-
Basel II Future
Growth Processes
Leveraging Basel II Scoring Models and Data to
Improve Credit Processes
An Orchestrated Approach to Value Creation
Opportunities and Challenges in Active Credit
Portfolio Management
Calculations with Many Unknowns
The Implications of Credit Derivatives for Corporate
Restructurings
The Value in Bad Debt
On the Management of Sub- and Non-Performing
Loans in Retail Banking
[此贴子已经被作者于2008-12-22 4:55:45编辑过]