Credit Portfolio Management
(Sprache: Englisch)
Credit Portfolio Managementis a cutting-edge book on credit risk. This definitive guide discusses pricing and managing the credit risks associated with a variety of off-balance sheet products such as credit defaults swaps, total return swaps,...
Leider schon ausverkauft
versandkostenfrei
Buch
79.90 €
Produktdetails
Produktinformationen zu „Credit Portfolio Management “
Credit Portfolio Managementis a cutting-edge book on credit risk. This definitive guide discusses pricing and managing the credit risks associated with a variety of off-balance sheet products such as credit defaults swaps, total return swaps, first-to-default baskets, and credit spread options; and on-balance sheet customized structure products such as credit-linked notes, repackage notes, and synthetic collateralized debt obligations (CDOs).
Klappentext zu „Credit Portfolio Management “
A cutting-edge text on credit portfolio managementCredit risk. A number of market factors are causing revolutionary changes in the way it is measured and managed at financial institutions. Charles Smithson, author of the bestselling Managing Financial Risk, introduces a portfolio management approach to credit in his latest book. Understanding how to manage the inherent risks of this market has become increasingly important over the years. Credit Portfolio Management provides readers with a complete understanding of the alternative approaches to credit risk measurement and portfolio management. This definitive guide discusses the pricing and managing of credit risks associated with a variety of off-balance-sheet products such as credit default swaps, total return swaps, first-to-default baskets, and credit spread options; as well as on-balance-sheet customized structured products such as credit-linked notes, repackage notes, and synthetic collateralized debt obligations (CDOs). Filled with expert insight and advice, this book is a must-read for all credit professionals.
Inhaltsverzeichnis zu „Credit Portfolio Management “
Chapter 1. The Revolution in Credit--Capital Is the Key.PART 1. THE CREDIT PORTFOLIO MANAGEMENT PROCESS.
Chapter 2. Modern Portfolio Theory and Elements of the Portfolio Modeling Process.
Chapter 3. Data Requirements and Sources for Credit Portfolio Management.
Chapter 4. Credit Portfolio Models.
PART 2. TOOLS TO MANAGE A PORTFOLIO OF CREDIT ASSETS.
Chapter 5. Loan Sales and Trading.
Chapter 6. Credit Derivatives.
Chapter 7. Securitization.
PART 3. CAPITAL ATTRIBUTION AND ALLOCATION.
Chapter 8. Capital Attribution and Allocation.
Appendix: Statistics for Credit Portfolio Management.
References.
Index.
Bibliographische Angaben
- Autor: Charles W. Smithson
- 2003, 1. Auflage., 320 Seiten, Maße: 23,5 cm, Gebunden, Englisch
- Verlag: Wiley & Sons
- ISBN-10: 0471324159
- ISBN-13: 9780471324157
Sprache:
Englisch
Kommentar zu "Credit Portfolio Management"
0 Gebrauchte Artikel zu „Credit Portfolio Management“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Credit Portfolio Management".
Kommentar verfassen