Retail Credit Risk Management

Part I. Regulatory Framework

1. Introduction
Mario Anolli, Elena Beccalli

Part II. Risk Taking: Measurement, Pricing, and Management

2. The Ever-evolving Basel Accord
Damiano Guadalupi

3. Private Individuals: Credit Risk Modeling
Corrado Giannasca, Tommaso Giordani

4. SMEs: Credit Risk Modeling
Emanuele Giovannini

5. The Critical Model Parameter: LGD
Elisa Alghisi Manganello, Valentina Leucari

6. Model Validation
Antonio Arfé, Paolo Gianturco

7. Risk-Adjusted Performance Measures
Mario Anolli

Part III. Portfolio Credit Risk: Measurement and Management

8. Portfolio Credit Risk Modeling
Lorenzo Bocchi, Tiziano Bellini

9. Stress Testing, Capital Planning, and Risk Integration
Tiziano Bellini, Lorenzo Bocchi

10. Portfolio Management
Tommaso Giordani, Corrado Giannasca

Part IV. Operational Implications

11. IT Systems for Credit Risk Management
Renzo Traversini, Anselmo Marmonti

12. A New Retail Credit Risk Management Approach to Cope with the Crisis
Francesco Merlin

Keywords: Business and Management, Accounting/Auditing, Business Finance, Finance, general, Investments and Securities, Risk Management, Management