Credit Risk Measurement and Management: Disruption and Evolution, edited by Amnon Levy and Jing Zhang, traces the evolution of credit risk management, with contributions from economist Nouriel Roubini, KMV and DCI co-founder Stephen Kealhofer, Prudential CRO Nick Silitch, and other leading thinkers.
SAN FRANCISCO--(BUSINESS WIRE)-- Moody’s Analytics, a leading provider of financial intelligence, today announced the release of Credit Risk Measurement and Management: Disruption and Evolution, edited by Moody’s Analytics experts Dr. Amnon Levy, Head of Portfolio and Balance Sheet Research, and Dr. Jing Zhang, Global Head of Research and Modeling. Other Moody’s Analytics experts contributing to the book include Dr. Douglas Dwyer, Dr. Tony Hughes, Dr. Ashit Talukder, Elaine Wong, and Dr. Pierre Xu.
Published by Risk Books, this book includes 15 chapters representing a broad selection of perspectives from key thinkers and practitioners involved in credit risk management. Contributors hail from regulatory bodies, banks, insurance companies, consulting firms, analytics providers, and fintech disruptors. Their contributions explore the intersection of technology, regulatory mandates, and geopolitical developments, and form conclusions about the business and operational impacts of each.
”Over the last few decades, regulatory oversight, information-technology advances, and political events have driven unprecedented levels of change in credit risk management,” said Levy. “Organizations will need to understand the interplay among these forces to manage credit risk effectively both now and in the coming years.”
“The future of credit risk management will be marked by seemingly intractable new challenges, including climate change and global debt,” added Zhang. “But by studying the evolution of credit risk management to this point, institutions will be better prepared to handle these threats going forward.”
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Source: Moody’s Analytics