Corpus ID: 153987680

Credit Risk: Pricing, Measurement, and Management

  title={Credit Risk: Pricing, Measurement, and Management},
  author={G. Dionne},
  journal={Journal of Risk and Insurance},
  • G. Dionne
  • Published 2005
  • Economics
  • Journal of Risk and Insurance
Credit Risk: Pricing, Measurement, and Management, by Darrell Duffie and Kenneth J. Singleton, 2003, Princeton, NJ: Princeton University Press Credit risk is the major challenge for risk managers and market regulators. International regulation of banks' credit risk was put in place in 1988 and since that time there has been no consensus on how to improve that regulatory framework. Part of the explanation resides in the complexity of this risk. Banks, regulators, and central banks do not agree… Expand
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