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Mastering Risk Volume 2: Applications

This book, edited by Carol Alexander, is a collection of chapters by different authors that first appeared as a series in the Financial Times. The chapters vary in quality: some of them are rather more useful than others. There is an unstated bias towards banking. It has four chapters on operational risk, covering measurement and modelling as well as an overview chapter. There are several chapters on different aspects of modelling credit risk. Visit its
page at Amazon.