Managing credit risk : the great challenge for global financial markets (eBook, 2008) [WorldCat.org]
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Managing credit risk : the great challenge for global financial markets
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Managing credit risk : the great challenge for global financial markets

Author: John B Caouette
Publisher: Hoboken, N.J. : Wiley, ©2008.
Edition/Format:   eBook : Document : English : 2nd edView all editions and formats
Summary:
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  Read more...
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Details

Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: John B Caouette
ISBN: 9780470288337 0470288337 9780470118726 0470118725 9781118266236 1118266234
OCLC Number: 992851792
Notes: Revised edition of: Managing credit risk / John B. Caouette, Edward I. Altman, Paul Narayanan. c1998.
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 finan.
Description: 1 online resource (xxvi, 627 Seiten)
Contents: Credit risk: the great challenge for the global economy --
Credit culture --
Classic industry players: banks, savings institutions, insurance: companies, finance companies, and special purpose entities --
The portfolio managers: investment managers, mutual funds, pension funds, and hedge funds --
Structural hubs: clearinghouses, derivative product companies, and exchanges --
The rating agencies --
Classic credit analysis --
Asset-based lending and lease finance --
Introduction to credit risk models --
Credit risk models based upon accounting data and market values --
Corporate credit risk models based on stock price --
Consumer finance models --
Credit models for small business, real estate, and financial institutions --
Testing and implementation of credit risk models --
About corporate default rates --
Default recovery rates and LGD in credit risk modeling and practice --
Credit risk migration --
Introduction to portfolio approaches --
Economic capital and capital allocation --
Application of portfolio approaches --
Credit derivatives --
Counterparty risk --
Country risk models --
Structured finance --
New markets, new players, new ways to play --
Market chaos and a reversion to the mean: the rediscovery of culture as a credit risk management tool.
Responsibility: John B. Caouette [und weitere].

Abstract:

A timely follow-up to the widely successful Managing Credit Risk , which is regarded as essential reading for anyone involved within the field of credit. Everything is expanding enormously, and  Read more...

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