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Title: Credit Risk Modeling: Theory and Applications

Authors: Lando, David

9 Chapters Included in Collection

Collection Price:

GARP Member:
USD $40

Affiliate & Non-Member:
USD $45


GARP Risk Review

The October/November 2008 GARP Risk Review is now live! 

 

Click here to view the issue.


Latest Blog

Lessons Learned from a Volatile Year

If you would like to submit a blog for consideration to post to our website please send it to researchcenter@garp.com


Risk Resources 

GARP's new Risk Resources online link library is your gateway to a wealth of resources in all areas of financial risk management, including:

  • Islamic Finance
  • Credit Risk
  • Operational Risk
  • Energy Risk
  • Market Risk

Click below to access it today!

 

 

What's New for the Week of October 21, 2008?



GARP 2009 Website & Registration is Now Live!

 

Join us for our 10th Anniversary Convention February 9-12, 2009 in NYC at the New York Marriott Marquis.

GARP 2009 is the ultimate destination for networking, exchanging ideas and experiences, and discussing prevailing developments and challenges faced by risk professionals. This year's Convention features keynote addresses by:

  • Malcolm Knight, Vice Chairman, Deutsche Bank Group
  • Michel Flamée, Chairman, CBFA - Banking Finance & Insurance Commission
  • Robert Jarrow, Professor of Finance, Cornell University
  • Luo Ping, Director General, China Banking Regulatory Commission
You can also benefit from our exclusive line-up of roundtables, forums and workshops, including:
  • 4 brand new pre- and post-Convention workshops   
  • Exclusive Pre-Convention Forum: Integrating new practices into your enterprise risk management framework   
  • Networking with like-minded professionals at the cocktail reception
  • Participating in hands-on case studies to learn how successful risk management practitioners are implementing effective strategies.
  • Sharing experiences and having your questions answered during the interactive roundtable discussions.
  • Exclusive CRO roundtable

Click here to explore the website and to reserve your spot at GARP 2009!

Read More



Turbulence in the Global Financial System Webpage

Our global financial system is going through a period of extreme turbulence and uncertainty. To help our members understand the financial crisis, we have created the Turbulence in the Global Financial System webpage in order to:

  • Address the latest news and developments in the current financial crisis
  • Inform you of the effects and what is occurring around the world
  • Provide you with a platform to voice your opinions and join the conversation to influence our future
  • Offer you free readings and resources to gain more insight on the evolving situation

We will be adding more information to this page over the next few weeks.

Click here to access the Turbulence in the Global Financial System webpage.

Read More



GARP's 4th Economic Capital Road Show

  

 

Last Chance to Register for the London Road Show!

Register today to avoid disappointment!

A series of practical workshops, led by senior practitioners & industry experts, examining the latest tools, techniques and best practices surrounding economic and regulatory capital allocation within a financial institution.

Don't Forget!
Early Registration Discounts are available for all locations.

Read More



Employer Spotlight: ING DIRECT

Why join the ING DIRECT team? We're on a mission to lead Americans back to saving and are looking for people who share that passion to join our team. Our successful Orange Savings Account and Orange Mortgage have set the bar for how to simplify financial products to provide a better deal for consumers. If you are an energetic individual interested in helping build a different kind of bank, we look forward to hearing from you.  To learn more about ING and to see current job postings,  Read More



Next Big Event: GARP's 5th Annual Asia Pacific Convention!



Read More



How to Handle a Payment-Related Issue with GARP

In keeping our members' customer experience our top priority, any payment-related issues with GARP should be directed to GARP in order to resolve the matter efficiently. Read More

  Upcoming Meetings 

   Hofstra University College
   Chapter Meeting

   October 22, 2008

   Ontario Chapter's Weekly FRM
   Study Group Session

   October 27, 2008

   New York Chapter Meeting
   October 30, 2008

   Tokyo, Japan Chapter Meeting
   October 30, 2008

   Washington, DC Chapter
   Meeting

   November 6, 2008

   London Chapter Meeting
   November 18, 2008

   Click here to view all upcoming
   meetings!

  Conventions & Conferences

   5th Annual Asia Pacific Convention
   November 19-21, 2008 

   10th Annual Risk Management
   Convention & Exhibition
   February 10-11, 2009 

  Training Workshops

   Portfolio Management for the
   Buy-Side - London

   November 3-4, 2008

   Risk & Regulation in Banks
   London

   November 5-7, 2008

   Register Early & Save!

   Discounts End October 23rd:

   Essentials of Shariah
   Compliant Finance - London

   December 4-5, 2008

   Discounts End November 3rd:

   Fundamentals of Financial Risk
   Management - London

   December 15-17, 2008


Click here to view our entire calendar!
New Job Opportunities in Europe:

Advisor Financial Risk Management
KPMG - Amsterdam, Netherlands

Forecasting / Impairment Manager
SeBA International - London, England

Risk Analyst
SandFish Recruitment - Amsterdam, Netherlands

Sr. Manager Financial Risk Management
KPMG - Amsterdam, Netherlands

Sr. Manager, FX & Commodity Market Risk
National Australia Bank - London, England

New Job Opportunities in United States and Canada:

Analyst – RMBS
Moody's

AVP, Corporate Credit Latin America
Scotiabank

CFO/CRO
Chelan County PUD

Conseiller principal Gestion du risque de marché
Caisse Centrale Desjardins

Director, Risk Management and Derivatives
CFA Institute

Head, Equity Derivatives Operations
Spencer Stuart

Manager, Risk Analytics
Scotiabank

Sr. Auditor (Housing & Community Development)
Fannie Mae

Sr. Manager of Statistical Analysis
SeBA International

Sr. Manager - Special Projects & Reporting
Scotiabank

Sr. Program Officer, Health Financing and Economics
The Bill & Melinda Gates Foundation


Click here to visit the GARP Career Center
 

© 2008 Global Association of Risk Professionals. All Rights Reserved. www.garp.org
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