Isbn: 9781137524065 - modern credit risk management: theory and practice (11 risultati)

Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. Excellent condition hardcover, unclipped jacket with light edge wear, unmarked text. Ships from Berlin Bookshop bxn07.

Hardcover. Condizione: new. Hardcover. This book 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 management and how this can be achieved with prudent origination, credit risk policies, approval process, setting of meaningful limits and underwriting criteria.The book discusses the various quantitative techniques used to assess and manage credit risk, including methods to estimate default probabilities, credit value at risk approaches and credit exposure analysis. Basel I, II and III are covered, as are the true meaning of credit ratings, how these are assigned, their limitations, the drivers of downgrades and upgrades, and how credit ratings should be used in practise is explained.Modern Credit Risk Management not only discusses credit risk from a quantitative angle but further explains how important the qualitative and legal assessment is. Credit risk transfer and mitigation techniques and tools are explained, as are netting, ISDA master agreements, centralised counterparty clearing, margin collateral, overcollateralization, covenants and events of default. Credit derivatives are also explained, as are Total Return Swaps (TRS), Credit Linked Notes (CLN) and Credit Default Swaps (CDS). Furthermore, the author discusses what we have learned from the financial crisis of 2007 and sovereign crisis of 2010 and how credit risk management has evolved. Finally the book examines the new regulatory environment, looking beyond Basel to the European Union (EU) Capital Requirements Regulation and Directive (CRR-CRD) IV, the DoddFrank Wall Street Reform and Consumer Protection Act. This book is a fully up to date resource for credit risk practitioners and academics everywhere, outlining the latest best practices and providing both quantitative and qualitative insights. It will prove a must-have reference for the field. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condizione: New. Num Pages: 234 pages, 28 black & white illustrations, biography. BIC Classification: GPQD; KFFL; KJMV1. Category: (G) General (US: Trade). Dimension: 167 x 243 x 22. Weight in Grams: 566. . 2017. 1st ed. 2017. Hardcover. . . . .

Condizione: New. pp. 234 1st ed. 2017 edition NO-PA16APR2015-KAP.

Condizione: New. Num Pages: 234 pages, 28 black & white illustrations, biography. BIC Classification: GPQD; KFFL; KJMV1. Category: (G) General (US: Trade). Dimension: 167 x 243 x 22. Weight in Grams: 566. . 2017. 1st ed. 2017. Hardcover. . . . . Books ship from the US and Ireland.

Hardcover. Condizione: Brand New. 272 pages. 9.50x6.50x1.00 inches. In Stock.

Hardcover. Condizione: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condizione: new. Questo è un articolo print on demand.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a guide to assessing and managing credit risks at bank, sovereign, corporate and structured finance level, using quantitative, qualitative and legal toolsExplains structured and complex products, credit enhancement techniques and mitigati.…

Condizione: New. Print on Demand pp. 234.

Condizione: New. PRINT ON DEMAND pp. 234.