Managing credit risk and Commercial finance Guide - Finance Review

Modern Portfolio Credit Risk Modeling
Presentation by Richard Skora to the GARP meeting in 1998, in which he outlines the construction of a credit risk management function in a financial firm.
Stress Testing Credit Risk
Measurement of correlation as a critical factor in credit risk management.
Divide and Conquer
Article that argues for a portfolio approach to credit risk management.
Long Term Capital Management (LTCM) and Credit Risk Mangement
A case study on credit risk management, using the LTCM recapitalization as an example.
A Comment on Market vs. Accounting-Based Measures of Default Risk,
Advocation of the use of market prices to measure default risk probabilities. Provided by KMV.
A New Framework for Measuring the Credit Risk of a Portfolio
An alternative value-at-risk model with practical applications for managing credit risk.
The New Science of Credit Risk Management
Article that examines new developments in credit risk measurement and management.
Credit Risk Model Implementation
Challenges facing the implementation of a credit risk policy.
Uses and Abuses of Bond Default Rates
Measuring and applying bond default rates in credit risk management.
Corporate Uses for Credit Derivatives
Article in the International Treasurer that provides an overview of credit derivatives usefulness in managing credit risk.
Barclay Capital Group's credit risk measurement and management tool.
The Derivatives 'Zine: Credit Risk Management
Provider of news, discussions and links to relevant sources of credit-risk analysis.
Credit Models
Article that reviews the most widely used credit risk management systems.
Credit Derivatives: Hedging Closer to Happiness
An article on the usefulness of credit derivatives for risk managers.
Credit risk modeling and measurement resource for corporate debt.
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