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

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Bouteille, Sylvain
Άλλοι συγγραφείς: Coogan-Pushner, Diane
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Hoboken, New Jersey : Wiley, [2013]
Σειρά:Wiley finance series.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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.