管理信用風險：全球金融市場的巨大挑戰（第2版）






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	目錄第1章信用風險：全球經濟的巨大挑戰 ·························································· 1 原書參考文獻 ................................................................................................................. 16 第2章信用文化 ····················································································· 18 原書參考文獻 ................................................................................................................. 30 第3章傳統金融行業參與者：銀行、儲蓄機構、保險公司、金融公司和特殊目的實體 ··············································································· 32 原書參考文獻 .................................................................................................................. 45 第4章組合管理者：投資管理者、共同基金、養老基金和對沖基金 ···················· 46 原書參考文獻 .................................................................................................................. 52 第5章結構化中樞：清算所、衍生產品交易商和交易所 ·································· 53 原書參考文獻 .................................................................................................................. 61 第6章評級機構 ................................................................................................................... 63 原書參考文獻 .................................................................................................................. 79 第7章古典信用分析 ·············································································· 81 原書參考文獻 ................................................................................................................. 91 第8章資產保證型貸款和融資租賃 ····························································· 92 原書參考文獻 ................................................................................................................. 99 第9章信用風險模型簡介 ········································································ 100 原書參考文獻 ............................................................................................................... 108 第10章基於會計資料和市場價值的信用風險模型 ········································· 109 原書參考文獻 ............................................................................................................... 161 第11章基於股票價格的企業信用風險模型.............................................146 第12章消費者金融模型 ········································································· 164 原書參考文獻 ............................................................................................................... 181 第13章小企業、房地產和金融機構的信用模型 ············································ 183 原書參考文獻 ............................................................................................................... 193 第14章信用風險模型的測試與實施 ··························································· 195 原書參考文獻 ................................................................................................................ 206 第15章關於公司違約率 ········································································· 207 原書參考文獻 ................................................................................................................ 229 第16章信用風險建模與實踐中的違約回收率和違約損失率 ····························· 231 原書參考文獻 ............................................................................................................... 252 第17章信用風險遷移 ············································································ 258 原書參考文獻 ............................................................................................................... 268 第18章投資組合方法介紹 ······································································ 271 原書參考文獻 ................................................................................................................ 289 第19章經濟資本與資本配置 ........................................................................................... 291 原書參考文獻 ................................................................................................................ 303 第20章投資組合方法的應用 ··································································· 305 原書參考文獻 ................................................................................................................ 337 第21章信用衍生產品 ············································································ 343 原書參考文獻 ............................................................................................................... 364 第22章交易對手風險 ············································································ 365 原書參考文獻 ............................................................................................................... 380 第23章國家風險模型 ...................................................................................................... 382 原書參考文獻 ................................................................................................................ 396 第24章結構化金融 .......................................................................................................... 399 原書參考文獻 ................................................................................................................ 425 第25章新市場，新玩家，新玩法................................................................................... 428 原書參考文獻 ............................................................................................................... 448 第26章市場混亂，均值回歸 ··································································· 451