This entry, which describes an external link, was imported from my old website which is now defunct. I’ve therefore given it an artificial post date of 1 August 2002.
By Joël Bessis. The word comprehensive doesn’t begin to describe this book as far as a quantitative view of risk in banking is concerned. However, as its title suggests, it doesn’t discuss risk management outside banking at all. It has a full treatment of credit risk, including a useful overview chapter on credit risk models and many chapters on different aspects of modelling both standalone risk and portfolio risk. It hardly mentions operational risk. Visit its page at Amazon.