The J.P. Morgan Guide to Credit Derivatives

由著名的 CreidtMetrics 开发组写作

CreidtMetrics 是银行和金融机构风险理论的经典之作，是通向风险领域必读理论，这次J.P. Morgan 又对信用衍生物作出了延伸，相信对专注和准备进入这个领域的朋友们是个宝贵东西

内容提要

1 Background and Overview

2 Basic Credit Derictives

3 Investment Application

4 Pricing Considerations

5 CreditMetrics

6 Bank Regulations and Credit Derivatives

7 Synthetic Securitasation

8 Conclusion

9 Glossary

楼主还有一篇经典的帖子：日本央行信用模型资料:Advancing Credit Risk Management through Internal Rating Systems 供朋友们下载：

https://bbs.pinggu.org/thread-44872-1-1.html