Advanced Credit Risk Analysis
and Management
,For other titles in the Wiley Finance series
please see www.wiley.com/finance
,Advanced Credit Risk Analysis
and Management
Ciby Joseph
, © 2013 Ciby Joseph
Registered office
John Wiley & Sons, Ltd, The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, United Kingdom
For details of our global editorial offices, for customer services and for information about how to apply for
permission to reuse the copyright material in this book please see our website at www.wiley.com.
The right of the author to be identified as the author of this work has been asserted in accordance with the Copyright,
Designs and Patents Act 1988.
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any
form or by any means, electronic, mechanical, photocopying, recording or otherwise, except as permitted by the UK
Copyright, Designs and Patents Act 1988, without the prior permission of the publisher.
Wiley publishes in a variety of print and electronic formats and by print-on-demand. Some material included with
standard print versions of this book may not be included in e-books or in print-on-demand. If this book refers to
media such as a CD or DVD that is not included in the version you purchased, you may download this material at
http://booksupport.wiley.com. For more information about Wiley products, visit www.wiley.com.
Designations used by companies to distinguish their products are often claimed as trademarks. All brand names and
product names used in this book are trade names, service marks, trademarks or registered trademarks of their
respective owners. The publisher is not associated with any product or vendor mentioned in this book.
Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing
this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of
this book and specifically disclaim any implied warranties of merchantability or fitness for a particular purpose. It is
sold on the understanding that the publisher is not engaged in rendering professional services and neither the
publisher nor the author shall be liable for damages arising herefrom. If professional advice or other expert
assistance is required, the services of a competent professional should be sought.
Library of Congress Cataloging-in-Publication Data
Joseph, Ciby, 1969-
Advanced credit risk analysis and management / Ciby Joseph.
pages cm
Includes bibliographical references and index.
ISBN 978-1-118-60491-5 (cloth) – ISBN 978-1-118-60488-5 (ebk) – ISBN 978-1-118-60490-8 (ebk) –
ISBN 978-1-118-60489-2 (ebk) 1. Credit–Management. 2. Risk management. I. Title.
HG3751.J67 2013
658.15′ 2–dc23
2013008536
A catalogue record for this book is available from the British Library.
ISBN 978-1-118-60491-5 (hbk) ISBN 978-1-118-60488-5 (ebk) ISBN 978-1-118-60487-8 (ebk)
ISBN 978-1-118-60490-8 (ebk) ISBN 978-1-118-60489-2 (ebk)
Set in 10/12pt Times by Aptara, Inc., New Delhi, India
Printed in Great Britain by CPI Group (UK) Ltd, Croydon, CR0 4YY
and Management
,For other titles in the Wiley Finance series
please see www.wiley.com/finance
,Advanced Credit Risk Analysis
and Management
Ciby Joseph
, © 2013 Ciby Joseph
Registered office
John Wiley & Sons, Ltd, The Atrium, Southern Gate, Chichester, West Sussex, PO19 8SQ, United Kingdom
For details of our global editorial offices, for customer services and for information about how to apply for
permission to reuse the copyright material in this book please see our website at www.wiley.com.
The right of the author to be identified as the author of this work has been asserted in accordance with the Copyright,
Designs and Patents Act 1988.
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any
form or by any means, electronic, mechanical, photocopying, recording or otherwise, except as permitted by the UK
Copyright, Designs and Patents Act 1988, without the prior permission of the publisher.
Wiley publishes in a variety of print and electronic formats and by print-on-demand. Some material included with
standard print versions of this book may not be included in e-books or in print-on-demand. If this book refers to
media such as a CD or DVD that is not included in the version you purchased, you may download this material at
http://booksupport.wiley.com. For more information about Wiley products, visit www.wiley.com.
Designations used by companies to distinguish their products are often claimed as trademarks. All brand names and
product names used in this book are trade names, service marks, trademarks or registered trademarks of their
respective owners. The publisher is not associated with any product or vendor mentioned in this book.
Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing
this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of
this book and specifically disclaim any implied warranties of merchantability or fitness for a particular purpose. It is
sold on the understanding that the publisher is not engaged in rendering professional services and neither the
publisher nor the author shall be liable for damages arising herefrom. If professional advice or other expert
assistance is required, the services of a competent professional should be sought.
Library of Congress Cataloging-in-Publication Data
Joseph, Ciby, 1969-
Advanced credit risk analysis and management / Ciby Joseph.
pages cm
Includes bibliographical references and index.
ISBN 978-1-118-60491-5 (cloth) – ISBN 978-1-118-60488-5 (ebk) – ISBN 978-1-118-60490-8 (ebk) –
ISBN 978-1-118-60489-2 (ebk) 1. Credit–Management. 2. Risk management. I. Title.
HG3751.J67 2013
658.15′ 2–dc23
2013008536
A catalogue record for this book is available from the British Library.
ISBN 978-1-118-60491-5 (hbk) ISBN 978-1-118-60488-5 (ebk) ISBN 978-1-118-60487-8 (ebk)
ISBN 978-1-118-60490-8 (ebk) ISBN 978-1-118-60489-2 (ebk)
Set in 10/12pt Times by Aptara, Inc., New Delhi, India
Printed in Great Britain by CPI Group (UK) Ltd, Croydon, CR0 4YY
