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Title: Credit Risk: Pricing, Measurement, and Management

Authors: Duffie, Darrell; Singleton, Kenneth

13 Chapters Included in Collection

Collection Price:

GARP Member:
USD $25

Affiliate & Non-Member:
USD $55


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 28, 2008?



GARP's 4th Economic Capital Road Show

 

*Early Registration for both the Amsterdam and Chicago Road Show ENDS Friday, October 31, 2008*

This is your last chance to SAVE UP to USD $500. Workshop fees will increase on midnight, November 1st!

Click here for the full agenda and online registration

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.

Read More



GARP Attended 2008 Financial Management Association (FMA) Annual Meeting - October 8-11, 2008

Members of the GARP Research Center attended the 2008 Financial Management Association (FMA) Annual Meeting, in Dallas, Texas, where they presented new research, participated in Conference panels, and shared GARP's recent outreach efforts, in addition to the various resources the GARP Research Center provides for the academic financial risk management community.   Read More



Best Dissertation in Risk Management Award Winner Announced at 2008 FMA Annual Meeting

Selecting from a field of highly qualified entries, a Review Committee which includes four of risk management’s leading academics and scholars, announced the winner of the Best Dissertation in Risk Management Award at the 2008 FMA Annual Meeting.   Read More



GARP 2009 Convention Website & Registration is Live!

 

Join us for our 10th Annual 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

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. We have created the Turbulence in the Global Financial System webpage in order to help our members understand the financial crisis and offer additional readings and resources to gain more insight on the evolving situation.

    4 brand new articles, complimentary iReadings™, and our popular Value-at-Risk 101 Webinar replay have been recently added! 

    Click here to access these and more by visiting the Turbulence in the Global Financial System webpage. 

    Read More



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



    Read More



    New Regional Director Appointed to Bangkok, Thailand Chapter

    Dr. Kamphol Panyagometh CFA®, FRM®, Director of MSc in Financial Investment and Risk Management, NIDA Business School, National Institute of Development Administration (NIDA) will take over the responsibilities of Kawee Numpacharoen, FRM®, who has relocated.  Read More



    Employer Spotlight: The World Bank

    The World Bank frequently uses the GARP Career Center for their hiring needs, and they are currently seeking GARP FRM-holders to join their staff!

    The World Bank is a vital source of financial and technical assistance to developing countries around the world. We are not a bank in the common sense. We are made up of two unique development institutions owned by 185 member countries—the International Bank for Reconstruction and Development (IBRD) and the International Development Association (IDA). To learn about the World Bank Treasury’s Quantitative Strategies, Risk and Analytics Department and see current job postings, click here to  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 

       New York Chapter Meeting
       October 30, 2008

       Tokyo, Japan Chapter Meeting
       October 30, 2008

       Ontario Chapter's Weekly FRM
       Study Group Session

       November 3, 2008

       Mumbai, India Chapter Meeting
       November 4, 2008

       Washington, DC Chapter
       Meeting

       November 6, 2008

       New York Career Night
       November 12, 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

       Intermediate Credit &
       Financial Analysis - London

       November 12-14, 2008

       Credit Risk Measurement &
       Management - London

       November 17-19, 2008

       Register Early & Save!

       Discounts End November 3rd:

       Fundamentals of Financial Risk
       Management - London

       December 15-17, 2008


    Click here to view our entire calendar!
    New Job Opportunities for FRM-holders:

    Interest Rate Valuation Analyst - Investment Bank
    Analytic Recruiting, Inc

    Senior Associate
    Prudential

    New Job Opportunities:

    Analyst- Residential Mortgage Backed- Securities
    Moody’s

    Audit Restructuring Associate
    Michael Page International

    Credit Administrator, Winnipeg Unit
    Scotiabank

    Director of Business Development for Economic Mode
    Analytic Recruiting

    Financial Engineer
    DST Systems

    Mortgage Risk Officer
    SunTrust

    Risk Practice Associate, Executive Search
    McKinsey & Company

    Sr. Manager Corporate Credit Pacific
    Scotiabank

    Sr. Manager, Financial Institutions
    Scotiabank

    VP, Portfolio Risk Mgmt (Investment Leader)
    Nationwide
    Click here to visit the GARP Career Center
     

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