Credit portfolio management by Charles Smithson. Wiley (2003) ISBN 0-471-32415-9

CHAPTER 1 The Revolution in Credit—Capital Is the Key

PART ONE The Credit Portfolio Management Process

CHAPTER 2 Modern Portfolio Theory and Elements of the Portfolio Modeling Process

CHAPTER 3 Data Requirements and Sources for Credit Portfolio Management

CHAPTER 4 Credit Portfolio Models

PART TWO Tools to Manage a Portfolio of Credit Assets 181

CHAPTER 5 Loan Sales and Trading

CHAPTER 6 Credit Derivatives with Gregory Hayt

CHAPTER 7 Securitization

PART THREE Capital Attribution and Allocation

CHAPTER 8 Capital Attribution and Allocation