Books by Dr. van Deventer
Advanced Financial Risk Management, Second Edition

Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management.  Author: Donald R. van Deventer, Kenji Imai, Mark Mesler.  Publication date: April 2013.

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Advanced Financial Risk Management: Tools and Techniques for ...

Integrated Credit Risk and Interest Rate Risk Management.  Author: Donald R. van Deventer, Kenji Imai, & Mark Mesler.  Publication date: August 6, 2004.

 

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Credit Risk Models and the Basel Accords

Credit Risk Models and the Basel Accords. Author: Donald R. van Deventer & Kenji Imai.  Publication date: August 8, 2003. 

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Credit Ratings Methodologies, Rationale and Default Risk

Credit Ratings Methodologies, Rationale and Default Risk.  Consultant Editor Michael K. Ong. Contributors: Donald R. van Deventer and Jaqueline Outram.  Publication date: 2003. 

 



Financial Risk Analytics: A Term Structure Model Approach for ...

Financial Risk Analytics: A Term Structure Model Approach for Banking, Insurance & Investment Management.  Author: Donald R. van Deventer & Kenji Imai.  Publication date: December 1, 1996.   Text entirely updated with Advanced Financial Risk Management, available above.

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Asset & Liability Management: A Synthesis of New Methodologies

Asset & Liability Management: A Synthesis of New Methodologies. Contributors: Robert A. Jarrow & Donald R. van Deventer.  Publication date: 1998. 

 



Financial Risk Management in Banking: The Theory and Application...

of Asset and Liability Management. Author: Dennis G. Uyemura & Donald R. van Deventer. Publication date: November 1, 1992.

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Strategic Planning for Economic & Technological Change in the Financial Services Industry

Strategic Planning for Economic & Technological Change in the Financial Services Industry, Contributors: Donald R. van Deventer.  Publication Date: December, 1982.  Proceeding of the Eighth Annual Conference.  Panel Presentation by Donald R. van Deventer entitled "Strategies and Organization for Interstate Expansion."