Build a solid, stable portfolio'”even in times of economic change'œThis book represents a timely response to groundswell concerns about the valuation models of credit-sensitive investments. A superb exposition of practical models for any credit risk manager!' -Andreas A. Jobst, International Monetary Fund (IMF)"This handbook greatly contributes to our understanding of the real place of credit risky securities in the portfolio allocation and the risk management processes." -Georges Hübner, PhD, HEC-University of Liège, Maastricht University & The Luxembourg School of Finance"Handbook of Credit Portfolio Managementreviews mainstream topics such as managing credit portfolio risk and exposure, and addresses the more exotic credit risks embedded in default swaps and collateralized debt obligations." -R. McFall Lamm, Jr., PhD, Chief Investment Strategist, Global Investment Management, Deutsche Bank, London'œThis handy volume covers the full range of issues that both academics and practitioners face on a daily basis and will surely be a frequent reference.' -Stephen J.
Lubben, Daniel J. Moore Professor of Law, Seton Hall University School of Law'œGregoriou and Hoppe are commended for bringing together experts from various disciplines in this book.' -Jan Job de Vries Robbé, Senior Counsel Structured Finance, Netherlands Development Finance Company'œRisk management is the most important challenge in banking in times driven by market turbulences and uncertainness. Due to this fact, measuring the inherent risk and optimizing the portfolio has to become a key competence of successful market players.' -Wolfgang Hartmann, Commerzbank AG, Member of the Board of Managing Directors and Chief Risk Officer.