Screen LibraryManaging credit risk the great challenge for global financial markets /
There have been significant developments and changes to the world of credit risk management in recent years. Managing Credit Risk, Second Edition will touch upon all these changes, including a new emphasis on actively managing credit risk, the introduction of important regulatory changes, and the im...
Saved in:
| Group Author: | |
|---|---|
| Published: |
|
| Literature type: | Electronic eBook |
| Language: | English |
| Edition: | 2nd ed. |
| Series: |
Wiley finance series
|
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781118266236 |
| Summary: |
There have been significant developments and changes to the world of credit risk management in recent years. Managing Credit Risk, Second Edition will touch upon all these changes, including a new emphasis on actively managing credit risk, the introduction of important regulatory changes, and the impact of hedge funds on the field of credit. In addition, this comprehensive Second Edition also includes important updates and expanded discussions of the techniques used to control credit risk, historical roots of credit management, consumer credit models, and the major industry players--from finan. |
| Item Description: | Revised edition of: Managing credit risk / John B. Caouette, Edward I. Altman, Paul Narayanan. c1998. |
| Carrier Form: | 1 online resource (xxvi, 627 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9780470288337 (electronic bk.) 0470288337 (electronic bk.) 9781118266236 (electronic bk.) 1118266234 (electronic bk.) |
| Index Number: | HG3751 |
| CLC: | F830.5 |
| Contents: |
Credit risk: the great challenge for the global economy -- Credit culture -- Classic industry players: banks, savings institutions, insurance: companies, finance companies, and special purpose entities -- The portfolio managers: investment managers, mutual funds, pension funds, and hedge funds -- Structural hubs: clearinghouses, derivative product companies, and exchanges -- The rating agencies -- Classic credit analysis -- Asset-based lending and lease finance -- Introduction to credit risk models -- Credit risk models based upon accounting data and market values -- Corporate credit risk models based on stock price -- Consumer finance models -- Credit models for small business, real estate, and financial institutions -- Testing and implementation of credit risk models -- About corporate default rates -- Default recovery rates and LGD in credit risk modeling and practice -- Credit risk migration -- Introduction to portfolio approaches -- Economic capital and capital allocation -- Application of portfolio approaches -- Credit derivatives -- Counterparty risk -- Country risk models -- Structured finance -- New markets, new players, new ways to play -- Market chaos and a reversion to the mean: the rediscovery of culture as a credit risk management tool. |