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<P align=left>Credit portfolio management by Charles Smithson.
Wiley (2003)
ISBN 0-471-32415-9</P><FONT face=Helvetica-Compressed size=3>
<P align=left>CHAPTER 1</FONT><FONT face=Helvetica-Compressed>The Revolution in Credit—Capital Is the Key</P></FONT>
<P align=left><FONT face=Helvetica-Compressed size=3>PART ONE</FONT><FONT face=Helvetica-Compressed>The Credit Portfolio Management Process</FONT></P>
<P align=left><FONT face=Helvetica-Compressed size=3>CHAPTER 2</FONT><FONT face=Helvetica-Compressed>Modern Portfolio Theory and Elements of the Portfolio </FONT><FONT face=Helvetica-Compressed>Modeling Process</P></FONT>
<P align=left><FONT face=Helvetica-Compressed size=3>CHAPTER 3</FONT><FONT face=Helvetica-Compressed>Data Requirements and Sources for Credit Portfolio Management</P></FONT>
<P align=left><FONT face=Helvetica-Compressed size=3>CHAPTER 4</FONT><FONT face=Helvetica-Compressed>Credit Portfolio Models</FONT></P>
<P align=left><FONT face=Helvetica-Compressed size=3>PART TWO</FONT><FONT face=Helvetica-Compressed>Tools to Manage a Portfolio of Credit Assets 181</P></FONT><FONT face=Helvetica-Compressed size=3>
<P align=left>CHAPTER 5</FONT><FONT face=Helvetica-Compressed>Loan Sales and Trading</P></FONT><FONT face=Helvetica-Compressed size=3>
<P align=left>CHAPTER 6</FONT><FONT face=Helvetica-Compressed>Credit Derivatives </FONT><I><FONT face=Sabon-Italic size=2>with Gregory Hayt</I></FONT><FONT face=Helvetica-Compressed></P></FONT><FONT face=Helvetica-Compressed size=3>
<P align=left>CHAPTER 7S</FONT><FONT face=Helvetica-Compressed>ecuritization</P></FONT>
<P align=left><FONT face=Helvetica-Compressed size=3>PART THREE</FONT><FONT face=Helvetica-Compressed>Capital Attribution and Allocation</P></FONT><FONT face=Helvetica-Compressed size=3>
<P align=left>CHAPTER 8</FONT><FONT face=Helvetica-Compressed>Capital Attribution and Allocation</FONT><FONT face=Sabon-Roman size=2></P></FONT></FONT>