Retail Credit Risk Management

List of Tables List of Figures Notes on Contributors PART 1 REGULATORY FRAMEWORK Introduction;  Anolli, M., Beccalli, E. PART 2 RISK TAKING: MEASUREMENT, PRICING AND MANAGEMENT The Ever-evolving Basel Accord;  Guadalupi, D. Private Individuals: Credit Risk Modeling; Giannasca, C., Giordani, T. SMEs: Credit Risk Modeling;  Giovannini, E. The Critical Model Parameter: LGD;  Alghisi Manganello, E., Leucari, V. Model Validation;  Arfé, A., Gianturco, P. Risk Adjusted Performance Measures;  Anolli, M. PART 3 PORTFOLIO CREDIT RISK: MEASUREMENT AND MANAGEMENT Portfolio Credit Risk Modeling;  Bocchi, L., Bellini, T.  Stress Testing, Capital Planning, and Risk Integration;  Bellini, T, Bocchi, L. Portfolio Management;  Giordani, T., Giannasca, C. PART 4 OPERATIONAL IMPLICATION IT Systems for Credit Risk Management;  Traversini, R., Marmonti, A. A New Retail Credit Risk Management Approach to Cope with the Crisis;  Merlin, F.