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Managing portfolio credit risk in banks /
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Cambridge University Press,
2016.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a22000003i 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocn949644122 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr |n||||||||| | ||
| 008 | 160511s2016 nyu ob 001 0 eng d | ||
| 040 | |a YDXCP |b eng |e pn |c YDXCP |d OCLCO |d CUS |d OCLCF |d N$T |d IDEBK |d OCLCQ |d EBLCP |d WTU |d OCLCQ |d NJR |d OCLCQ |d OTZ |d OCLCQ |d OL$ |d OCLCQ |d LUN |d OCLCQ |d UKAHL |d OCLCO |d K6U |d OCLCQ | ||
| 019 | |a 1167194644 | ||
| 020 | |a 9781316550915 |q (electronic bk.) | ||
| 020 | |a 1316550915 |q (electronic bk.) | ||
| 020 | |a 9781316759639 |q (electronic bk.) | ||
| 020 | |a 1316759636 |q (electronic bk.) | ||
| 020 | |z 9781107146471 |q (hardback ; |q alk. paper) | ||
| 020 | |z 110714647X |q (hardback ; |q alk. paper) | ||
| 029 | 1 | |a DEBBG |b BV043893260 | |
| 035 | |a (OCoLC)949644122 |z (OCoLC)1167194644 | ||
| 050 | 4 | |a HG3751 | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.1068/1 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Bandyopadhyay, Arindam, |e author. | |
| 245 | 1 | 0 | |a Managing portfolio credit risk in banks / |c Arindam Bandyopadhyay. |
| 264 | 1 | |a New York : |b Cambridge University Press, |c 2016. | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively. | ||
| 505 | 0 | |a Cover; Title; Copyright; Dedication; Contents; Tables, Figures, Charts; Preface; Acknowledgements; Abbreviations; Chapter 1: Introduction to Credit Risk; Major Drivers of Credit Risk; Borrower Level Risk vs. Portfolio Risk; Importance of Management of Credit Risk in Banks; A. Market realities; B. Changing regulatory environment; C. Institution's risk vision; Role of Capital in Banks: The Difference between Regulatory Capital and Economic Capital; Credit Risk Management Framework; Credit Risk Management: Emerging Challenges for the Banking Sector in India; Summary; Key learning outcomes. | |
| 505 | 8 | |a Review questionsReferences; Chapter 2: Credit Rating Models; Types of Scoring Models; Different Rating Approaches; Expert Rating Systems; Internal Credit Rating System; One Tier vs. Two-tier Rating System; Rating Model for Project Finance (PF); Rating Model for SMEs; Risk Rating for Microfinance Institutions (MFIs); Country Risk Rating Model; External Credit Rating Systems; Brief History about Rating Agencies in India; Issue Rating vs. Issuer Rating; Risk Differentiation; Statistical Credit Scoring Models; Limitations of the Z-score Model; Default Prediction Model for Indian Corporates. | |
| 505 | 8 | |a Ratios usedLogit PD Prediction Model; Most Powerful Drivers of Default Risk in Corporate and SME loans; Statistical Scoring Model for SMEs; Credit Scoring Models for Retail Portfolio; How a Customized Retail Credit Scoring Model can be developed by Banks; Phase I; Phase II; Risk Parameters; Estimation Method; Key Decision Points Pertaining to Statistical Scoring Models; Examples of Retail Scoring Models; Agriculture Rating Model to Evaluate Risk in Farm Loans; Modern Methods; Market-based Corporate Default Risk Model; MKMV equations: Loans as options; Payoff for the Borrower and the Creditor. | |
| 505 | 8 | |a Market-based Measure to Assess the Banks' Risks: Distance to InsolvencyAdvantages of Market-based Model; Limitations of Structural Model; Reduced Form or Intensity-based Credit Scoring Models; Hybrid Credit Scoring Models; Summary; Key learning outcomes; Review questions; References; Chapter 3: Approaches for Measuring Probability of Default (PD); Methods for Estimating PD; Transition Matrix; Tasks for computing PDs; Method for estimation of PD through transition matrix; PD Estimation for a Low Default Portfolio (LDP); Cumulative Probability of Default (CPD). | |
| 505 | 8 | |a Pooled PD for Homogenous Buckets of Retail Exposures (Tracking the Numbers)Retail Pooled PD Approach; Frequency-based Measure; Exposure-based Rupee (or) weighted pooled PD; Summary; Key learning outcomes; Review questions; References; Chapter 4: Exposure at Default (EAD) and Loss Given Default (LGD); What is Exposure at Default (EAD)?; Critical components of exposure at default (EAD); Different approaches for estimating exposure at default (EAD); Description about Loan Facilities of Banks in India; Fund-based facilities; Non-fund-based facilities. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Credit |x Management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Banks and banking. | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Crédit |x Gestion. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Banks and banking. |2 fast |0 (OCoLC)fst00826867 | |
| 650 | 7 | |a Credit |x Management. |2 fast |0 (OCoLC)fst00882536 | |
| 650 | 7 | |a Risk management. |2 fast |0 (OCoLC)fst01098164 | |
| 776 | 0 | 8 | |i Print version: |z 9781107146471 |z 110714647X |w (DLC) 2016009597 |w (OCoLC)947269741 |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1216176 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH34210761 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL4465551 | ||
| 938 | |a EBSCOhost |b EBSC |n 1216176 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis35455524 | ||
| 938 | |a YBP Library Services |b YANK |n 12981712 | ||
| 994 | |a 92 |b IZTAP | ||