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第三章：信用风险度量与管理 Measuring the Credit Risk Credit Risk Extending the VAR Approach to Non-tradable Loans Default Risk: Quantitative Methodologies Loss Given Default Portfolio Effects: Risk Contribution and Unexpected Losses Measuring and Marking Counterparty Risk Credit Risks and Credit Derivatives Credit Derivatives and Credit-Linked Notes The Structuring Process Cash Collateralized Debt Obligations Credit Derivatives Studies on Credit Risk Concentration Securitization Understanding the Securitization of Subprime Mortgage Credit Innovations in Credit Risk Transfer:Implications for Financial Stabi