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Credit Risk books focus on the assessment, modeling, and management of the risk that borrowers or counterparties will fail to meet their financial obligations. This category spans foundational concepts and advanced quantitative methods, covering topics such as credit analysis and underwriting (retail, corporate, and sovereign), probability of default, loss given default, exposure at default, credit scoring and machine learning, portfolio and concentration risk, counterparty credit risk, credit derivatives and securitization, stress testing, and regulatory frameworks (e.g., Basel, IFRS 9/CECL). Titles range from practical guides to technical texts and case studies, serving risk managers, credit analysts, quants, lenders, regulators, and students of finance and banking.

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