<div><font color="#ff0000"><strong>Table of Contents<br/></strong>Why New Approaches to Credit Risk Measurement and Management?<br/>Traditional Approaches to Credit Risk Measurement.<br/>Loans as Options and the KMV Model.<br/>The VAR Approach: J.P. Morgan's CreditMetrics and Other Models.<br/>The Macro Simulation Approach: The McKinsey Model and Other Models.<br/>The Risk-Neutral Valuation Approach: KPMG's Loan Analysis System (LAS) and Other Models.<br/>The Insurance Approach: Mortality Models and the CSFP Credit Risk Plus Model.<br/>A Summary and Comparison of New Internal Model Approaches.<br/>An Overview of Modern Portfolio Theory and Its Application to Loan Portfolios.<br/>Loan Portfolio Selection and Risk Measurement.<br/>Back-Testing and Stress- Testing Credit Risk Models.<br/>RAROC Models.<br/>Off-Balance-Sheet Credit Risk.<br/>Credit Derivatives.<br/>Bibliography.<br/>Index.<br/></font>进一步的信息请参考<a href="http://as.wiley.com/WileyCDA/WileyTitle/productCd-0471350842.html">http://as.wiley.com/WileyCDA/WileyTitle/productCd-0471350842.html</a>。</div><div><br/><br/></div>

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