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  • Jonathan Wendin, assistant, ETH Zurich
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Measuring and Managing Credit Risk
by Arnaud de Servigny and
Olivier Renault
McGraw Hill
466 pages, £39.99
ISBN 0-07-141755-9

This book is a comprehensive introduction to the world of credit risk, with particular focus on credit risk management rather than credit pricing. The authors, both experienced practitioners associated with Standard & Poor’s, guide the reader through all relevant aspects of credit risk and the rating problem.

Most books on the subject are focused mainly on the qu

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