Managing Portfolio Credit Risk in Banks

This book provides a practical and comprehensive guide to credit risk measurement and management, focusing on the challenges faced by banks and financial institutions, particularly in emerging markets such as India. It explains the mathematical and statistical techniques used to assess portfolio credit risk, while also exploring industry best practices developed in the wake of the 2008 financial crisis. Supported by real-world case studies and data from Indian banks, the book offers valuable insights into key credit risk drivers, risk management frameworks, and strategies for maintaining financial stability and solvency.