Managing Credit Risk. The Great Challenge For The Global Financial Markets.

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Altman, Edward, Caouette, John B., Narayanan, Paul, Nimmo, Robert

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ISBN:9780470118726
Editorial: Wiley & Sons Ltd.
Fecha de la edición:2008
Encuadernación:Tapa dura
Dimensiones: 0 cm x 0 cm
Nº Pág.:628
Idiomas:Ingles

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/ Inversión y Financiación Empresarial

There have been significant developments and changes to the world of credit risk management in recent years. "Managing Credit Risk, Second Edition" will touch upon all these changes, including a new emphasis on actively managing credit risk, the introduction of important regulatory changes, and the impact of hedge funds on the field of credit. In addition, this comprehensive second edition also includes important updates and expanded discussions of the techniques used to control credit risk, historical roots of credit management, consumer credit models, and the major industry players - from finance companies and banks to insurance companies.

Ch. 1 Credit Risk: The Great Challenge For The Global Economy 1
Ch. 2 Credit Culture 23
Ch. 3 Classic Industry Players: Banks, Savings Institutions, Insurance: Companies, Finance Companies, and Special Purpose Entities 41
Ch. 4 The Portfolio Managers: Investment Managers, Mutual Funds, Pension Funds, and Hedge Funds 59
Ch. 5 Structural Hubs: Clearinghouses, Derivative Product Companies, and Exchanges 89
Ch. 8 The Rating Agencies 81
Ch. 7 Classic Credit Analysis 103
Ch. 8 Asset-Based Lending and Lease Finance 117
Ch. 9 Introduction to Credit Risk Models 127
Ch. 10 Credit Risk Models Based upon Accounting Data and Market Values 139
Ch. 11 Corporate Credit Risk Models Based on Stock Price 181
Ch. 12 Consumer Finance Models 201
Ch. 13 Credit Models for Small Business, Real Estate, and Financial Institutions 223
Ch. 14 Testing and Implementation of Credit Risk Models 237
Ch. 15 About Corporate Default Rates 251
Ch. 18 Default Recovery Rates and LGD In Credit Risk Modeling and Practice 277
Ch. 17 Credit risk Migration 311
Ch. 18 Introduction to Portfolio Approaches 325
Ch. 19 Economic Capital and Capital Allocation 349
Ch. 20 Application of Portfolio Approaches 387
Ch. 21 Credit Derivatives 411
Ch. 22 Counterparty Risk 287
Ch. 23 Country Risk Models 455
Ch. 24 Structured Finance