Modern Credit Risk Management Theory and Practice /

• Main Author: Koulafetis, Panayiota (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2017.
• Subjects: Finance.; Risk management.; Risk Management.

Modern Credit Risk Management: From Theory to Practice is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk...

Table of Contents:

• 1. Introduction
• 2. Quantitative Credit Risk Analysis and Management
• 3. Credit Ratings
• Chapter 4. Credit Risk Assessment of Sovereigns, Banks and Corporates
• 5. Credit Risk Assessment of Structured Finance Securities
• 6. Qualitative Credit Risk Analysis and Management
• 7. Credit Risk Transfer and Mitigation
• 8. Regulation.-.