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Credit Ratings: Methodologies, Rationale and Default Risk, by Michael K. Ong
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In a time of numerous corporate failures, companies need to be increasingly certain that they are minimising their risk and managing their exposures (such as corporate lending) correctly. This title comprises critical analysis and discussion on the methodologies used and implemented by, not only the major rating agencies, who are involved in producing public ratings, but also those rating systems used internally by institutions. This title brings together views from the ratings agencies themselves, the founders of different rating systems, credit practitioners involved in implementing their own internal rating systems and those who represent the regulatory bodies that are monitoring ratings processes. Additionally, this book offers insight on corporate failures - such as Enron - in relation to how different aspects of rating and scoring systems may be flawed. The reader is also provided with background information on the Basel Committee's "Internal Ratings Based Approach" that they should be aware of when implementing their own internal ratings systems.
- Sales Rank: #3051507 in Books
- Published on: 2002-10-29
- Original language: English
- Number of items: 1
- Dimensions: 5.15 pounds
- Binding: Hardcover
- 535 pages
Review
The book contains a wealth of useful ideas. People concerned with credit risk evaluation will find it a useful acquisition. -- John Hull
About the Author
Dr. Michael K. Ong is an Executive Vice President and Chief Risk Officer for the Americas for Credit Agricole Indosuez in New York. He has enterprise-wide responsibility for all risk management functions for the Carr Futures Group globally and CAI's North American entities. He is a member of the Executive Committee and additionally, he is a member of the board for Carr Global Advisors. Before joining Credit Agricole Indosuez Michael was the senior vice president and head of enterprise risk for ABN Amro Bank. There he was responsible for the management of information and decision support function for the executive committee on enterprise-wide market, operational, credit and liquidity risk, as well as RAROC and ROE models. Prior to this Michael headed the corporate research unit at First Chicago NBD Corporation, where he was chair of the global risk management research council and head of the market risk analysis unit. He was previously also responsible for quantitative research at Chicago Research and Trading Group (now Nations Banc-CRT) and has served as an assistant professor of mathematics at Bowdoin College. Michael is also an adjunct professor at the Stuart School of Business of the Illinois Institute of Technology. He received a BS degree in physics, cum laude, from the University of the Philippines and degrees of MA in physics and MS and PhD in applied mathematics from the State University of New York at Stony Brook. Michael is a member of the editorial boards of the Journal of Financial Regulation and Compliance and the Journal of Risk.
Most helpful customer reviews
4 of 6 people found the following review helpful.
A Taxonomy of Credit Models
By A Customer
This well edited collection of the most critical and state-of-the-art models in both asset-level and portfolio credit models is a must have for any serious practitioner in the credit markets.
The subjects range from simple loan scoring approaches to complex CDO portfolio rating approaches and span every asset and approach in-between.
An excellent reference for credit risk managers and portfolio managers alike.
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