Handbook of credit risk management: originating, assessing and managing credit exposures

Bouteille, Sylvain,; Coogan-Pushner, Diane

Handbook of credit risk management: originating, assessing and managing credit exposures - - New York John Wiley 2013 - xix,922 p. 24 cm ; Hard bound

$94.95

Origination. Fundamentals of Credit Risk --
Governance --
Checklist for Origination --
Credit Assessment. Measurement of Credit Risk --
Dynamic Credit Exposure --
Fundamental Credit Analysis --
Alternative Estimations of Credit Quality --
Securitization --
Portfolio Management. Credit Portfolio Management --
Economic Capital and Credit Value at Risk (CVaR) --
Regulation --
Accounting Implications of Credit Risk --
Mitigation and Transfer. Mitigating Derivative Counterparty Credit Risk --
Structural Mitigation --
Credit Insurance, Surety Bonds, and Letters of Credit --
Credit Derivatives --
Collateral Debt Obligations (CDOs) --
Bankruptcy.

Comprehensive guide to credit risk management/b/ i/i/ iThe Handbook of Credit Risk Management/i presents a comprehensive overview of the practice of credit risk management for a large institution. It is a guide for professionals and students wanting a deeper understanding of how to manage credit exposures. The Handbook provides a detailed roadmap for managing beyond the financial analysis of individual transactions and counterparties. Written in a straightforward and accessible style, the authors outline how to manage a portfolio of credit exposures--from origination and assessment of credit fundamentals to hedging and pricing. The Handbook is relevant for corporations, pension funds, endowments, asset managers, banks and insurance companies alike./ ulliCovers the four essential aspects of credit risk management: Origination, Credit Risk Assessment, Portfolio Management and Risk Transfer./liliProvides ample references to and examples of credit market services as a resource for those readers having credit risk responsibilities./liliDesigned for busy professionals as well as finance, risk management and MBA students.

9781118300206


Risk management
Credit--Management
Financial risk management

332.7 BOU

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