Corporate Financial Distress, Restructuring, and Bankruptcy by Edward I. Altman, Edith Hotchkiss, and Wei Wang (Wiley, ISBN 978-1-119-48180-5)
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Financial Risk Management by Jimmy Skoglund and Wei Chen (ISBN 978-1-119-13551-7)
After wholesale bonds and loans, Chapter 4 turns to the banking book: mortgages, credit cards, consumer loans, and small business exposures. These borrowers do not have traded equity or public debt. But the portfolios are huge, so pool behavior is statistically stable even when each loan is small.