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