Managing Credit Risk: The Great Challenge for the Global Financial Markets, Second Edition

Managing Credit Risk: The Great Challenge for the Global Financial Markets, Second Edition

Author(s): John B. Caouette, Edward I. Altman, Paul Narayanan, Robert Nimmo

Print ISBN: 9780470118726

Online ISBN: 9781118266236

DOI: 10.1002/9781118266236

Author Biography


About the Author

John B. Caouette is the former vice chairman of MBIA Insurance Corporation and is currently Chairman of Channel Capital Group, a European-based credit derivative products company.

Edward I. Altman, PhD, MBA, is the Max L. Heine Professor of Finance at the Stern School of Business, New York University. Previously, he chaired the Stern School's MBA Program for twelve years. He has been acclaimed as the world's leading academic on credit risk and distressed and high-yield debt for most of his forty-year career.

Paul Narayanan is Director of Credit Portfolio Analytics at American International Group, Inc. He has been involved with credit risk management for more than two decades and in the development and deployment of analytical solutions for credit issues.

Robert W. J. Nimmo is the former group risk director of Barclays PLC, where he was responsible for all the risk management activities of the group covering credit, market, operational risk, and compliance. He was also the chief risk officer for Wachovia Corporation (2000–2001) and for Westpac Banking Corporation (1993–2000).

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