The Standard & Poor's Guide to Measuring and Managing Credit Risk

The Standard & Poor's Guide to Measuring and Managing Credit Risk

The Standard & Poor's Guide to Measuring and Managing Credit Risk

You are Banker/Banking Consultant then this book is the closest you will get to understanding Credit Risk from a Basel II perspective. Its clear & lucid style helped me understand the gamut of techniques used in Credit Risk Measurement. Unfortunately the Book does not get into the details of bulinding models so if your looking for a model building cookbook, look elsewhere.
The Standard & Poor's Guide to Measuring and Managing Credit Risk