© 2013

Retail Credit Risk Management

  • Mario Anolli
  • Elena Beccalli
  • Tommaso Giordani

Table of contents

  1. Front Matter
    Pages i-xv
  2. Regulatory Framework

    1. Front Matter
      Pages 1-1
    2. Mario Anolli, Elena Beccalli
      Pages 3-9
  3. Risk Taking: Measurement, Pricing, and Management

    1. Front Matter
      Pages 11-11
    2. Damiano Guadalupi
      Pages 13-58
    3. Corrado Giannasca, Tommaso Giordani
      Pages 59-76
    4. Emanuele Giovannini
      Pages 77-90
    5. Elisa Alghisi Manganello, Valentina Leucari
      Pages 91-108
    6. Antonio Arfé, Paolo Gianturco
      Pages 109-133
    7. Mario Anolli
      Pages 134-147
  4. Portfolio Credit Risk: Measurement and Management

    1. Front Matter
      Pages 149-149
    2. Lorenzo Bocchi, Tiziano Bellini
      Pages 151-167
    3. Tiziano Bellini, Lorenzo Bocchi
      Pages 168-182
    4. Tommaso Giordani, Corrado Giannasca
      Pages 183-198
  5. Operational Implications

    1. Front Matter
      Pages 199-199
    2. Renzo Traversini, Anselmo Marmonti
      Pages 201-218
  6. Back Matter
    Pages 233-236

About this book


Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management.


capital Credit Risk Credit Risk Management Information Technology (IT) management methods Portfolio portfolio management pricing risk management

Editors and affiliations

  • Mario Anolli
    • 1
  • Elena Beccalli
    • 1
  • Tommaso Giordani
    • 2
  1. 1.Università Cattolica del Sacro CuoreItaly
  2. 2.Barclays Bank PLCEurope RBBItaly

About the editors

MARIO ANOLLI Università Cattolica del Sacro Cuore, Italy DAMIANO GUADALUPI Banca d'Italia CORRADO GIANNASCA Barclays Bank, Italy EMANUELE GIOVANNINI Unicredit Bank, Italy ELISA ALGHISI MANGANELLO UBI Banca and Barclays Bank VALENTINA LEUCARI Free-lance Consultant ANTONIO ARFE Deloitte Consulting PAOLO GIANTURCO Deloitte Consulting LORENZO BOCCHI Prometeia Group TIZIANO BELLINI Prometeia Group RENZO TRAVERSINI SAS Institute srl, Italy ANSELMO MARMONTI SAS Institute srl, Italy FRANCESCO MERLIN McKinsey & Co.

Bibliographic information

Industry Sectors
Chemical Manufacturing
Finance, Business & Banking
Consumer Packaged Goods