Managing Bank Risk, w. CD-ROM

borrowed funds pricing model
Asset based lending models, courtesy Federal Reserve Bank
The Uniform Financial Institutions Rationg System (CAMELS)
Two portfolio optimization software models
a library of documents from the International Swap Dealers Association, the Basel Committee on Banking Supervision, and others Featuring new credit engineering tools, Managing Bank Risk combines innovative analytic methods with traditional credit management processes. Professor Glantz provides print and electronic risk-measuring tools that ensure credits are made in accordance with bank policy and regulatory requirements, giving bankers with the data necessary for judging asset quality and value. The book's two sections, "New Approaches to Fundamental Analysis" and "Credit Administration," show readers ways to assimilate new tools, such as credit derivatives, cash flow computer modeling, distress prediction and workout, interactive risk rating models, and probabilistic default screening, with well-known controls. By following the guidelines of the Basel Committee on Banking Supervision, Managing Bank Risk offers useful models, programs, and documents essential for creating a sound credit risk environment, credit granting processes, and appropriate administrative and monitoring controls.

Key Features
Book includes features such as:
Chapter-concluding questions
Case studies illustrating all major tools
EDFT Credit Measure provided by KMV, the world's leading provide of market-based quantitative credit risk products
Library of internet links directs readers to information on evolving credit disciplines, such as portfolio management, credit derivatives, risk rating, and financial analysis
CD-ROM containing interactive models and a useful document collection
Credit engineering tools covered include:
Statistics and simulation driven forecasting
Risk adjusted pricing
Credit derivatives
Ratios
Cash flow computer modeling
Distress prediction and workouts
Capital allocation
Credit exposure systems
Computerized loan pricing
Sustainable growth
Interactive risk rating models
Probabilistc default screening
Accompanying CD includes:
Interactive 10-point risk rating model
Comprehensive cash flow model
Trial version of CB Pro, a time-series forecasting program
Stochastic net borrowed funds pricing model
Asset based lending models, courtesy Federal Reserve Bank
The Uniform Financial Institutions Rationg System (CAMELS)
Two portfolio optimization software models
a library of documents from the International Swap Dealers Association, the Basel Committee on Banking Supervision, and others