Credit Risk ...

Crockford, Neil (1986).
An Introduction to Risk Management (2nd ed.).
Woodhead-Faulkner. 0-85941-332-2.

Charles, Tapiero (2004).
Risk and Financial Management: Mathematical and Computational Methods.
John Wiley & Son. ISBN 0-470-84908-8.

Lam, James (2003).
Enterprise Risk Management: From Incentives to Controls.
John Wiley. ISBN-13 978-0471430001.

van Deventer, Donald R., Kenji Imai and Mark Mesler (2004).
Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management.
John Wiley. ISBN-13: 978-0470821268.

Bluhm, Christian, Ludger Overbeck, and Christoph Wagner (2002).
An Introduction to Credit Risk Modeling.
Chapman & Hall/CRC. ISBN 978-1584883265.

de Servigny, Arnaud and Olivier Renault (2004).
The Standard & Poor's Guide to Measuring and Managing Credit Risk.
McGraw-Hill. ISBN 978-0071417556.

Darrell Duffie and Kenneth J. Singleton (2003).
Credit Risk: Pricing, Measurement, and Management.
Princeton University Press. ISBN 978-0691090467.