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

By:

Bouteille, Sylvain,; Coogan-Pushner, Diane

Material type: Text

TextPublication details: John Wiley New York 2013Edition: -Description: xix,922 p. 24 cm ; Hard boundISBN:

9781118300206

Subject(s):

Risk management Credit--Management Financial risk management

DDC classification:

332.7 BOU

Contents:

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.

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.7 BOU (Browse shelf(Opens below))	Available		B1267

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$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.

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