000 02320nam a2200181Ia 4500
020 _a9781118300206
082 _a332.7 BOU
100 _aBouteille, Sylvain,; Coogan-Pushner, Diane
245 _aHandbook of credit risk management: originating, assessing and managing credit exposures
250 _a-
260 _bJohn Wiley
_aNew York
_c2013
300 _axix,922 p.
_b24 cm ; Hard bound
500 _a$94.95
505 _a 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.
520 _aComprehensive 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.
650 _aRisk management
_aCredit--Management
_aFinancial risk management
942 _cBK
999 _c101723
_d101723