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Managing 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...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
©2008.
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| Edición: | 2nd ed. |
| Colección: | Wiley finance series.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.