The handbook of credit risk management originating, assessing, and managing credit exposures /

• Main Author: Bouteille, Sylvain
• Other Authors: Coogan-Pushner, Diane
• Format: Electronic eBook
• Language: English
• Published: Hoboken, New Jersey : Wiley, [2013]
• Series: Wiley finance series.
• Subjects: Credit > Management.; Risk management.; BUSINESS & ECONOMICS / Finance; Electronic books.

Comprehensive 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 exp...

Table of Contents:

• 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.