000 | 02320nam a2200181Ia 4500 | ||
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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 |
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942 | _cBK | ||
999 |
_c101723 _d101723 |