Managing Bank Risk: An Introduction to Broad-Base Credit Engineering - Image 1

£90.00

Academic Press Managing Bank Risk: An Introduction to Broad-Base Credit Engineering

Name: Managing Bank Risk: An Introduction to Broad-Base Credit Engineering
Brand: Academic Press
Price: 90.0 GBP
Availability: InStock

Budgetary & Cost

It has never been this cheap. We have no record of a lower price.

£90 today · cheaper than every other day in the last 21 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 542 days • 542 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 542 days • 1 price levels

Days at Price

Price Analysis

Most common price: £90 (542 days, 100.0%)

Price range: £90 - £90

Price levels: 1 different prices over 542 days

Description

Managing Bank Risk reformulates proven concepts of credit risk management in the context of contemporary best practice techniques in portfolio management. Professor Glantz provides print and electronic risk-measuring tools that ensure that credits are made in accordance with bank policy and regulatory requirements, giving bankers 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, the book offers useful models, programs, and documents essential for creating a sound credit risk environment, credit granting processes, and appropriate administrative and monitoring controls. This book is recommended for professionals working in lending industries and graduate students studying commercial banking, financial accounting, financial intermediation, financial studies, and international finance. Key Features * Book includes features such as: * Chapter-concluding questions * Case studies illustrating all major tools * EDF™ 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

Key Features

New

Mint Condition

Dispatch same day for order received before 12 noon

Guaranteed packaging

No quibbles returns

Product Specifications

Brand: Academic Press
Format: Hardcover
ASIN: 0122857852
Category: Books > Subjects > Business, Finance & Law > Accounting > Specialities > Budgetary & Cost
Domain: Amazon UK
Release Date: 07 January 2003
Listed Since: 06 February 2007

Barcode

No barcode data available

Academic Press Managing Bank Risk: An Introduction to Broad-Base Credit Engineering

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Contemporary Finance: Money, Risk, and Public Policy (Wiley Finance)

Foundations of Global Financial Markets and Institutions (The MIT Press)

Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia (ADBI series on Asian Economic Integration and Cooperation)

The Practice of Multinational Banking: Macro-Policy Issues and Key International Concepts: Macro-Policy Issues and Key International Concepts, 2nd Edition

Structured Credit Products: Pricing, Rating, Risk Management and Basel II

Counterparty Credit Risk

Machine Learning for Risk Calculations: A Practitioner's View (The Wiley Finance Series)

Capital Markets – Institutions, Instruments, and Risk Management 5e

Handbook of Market Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Capital Markets, sixth edition: Institutions, Instruments, and Risk Management

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Eigenkapitalmanagement mittels Asset-backed Securities: Die Auswirkungen von Basel II auf das Phänomen der regulatorischen Kapitalarbitrage bei Collateralized Loan Obligations

Research in Finance: 23

Financial Innovation: 15 (Financial Economics and Quantitative Analysis Series)

Managing and Measuring Capital: For Banks and Financial Institutions

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Long-Term Portfolio Simulation - For XVA, Limits, Liquidity and Regulatory Capital

Credit Derivatives Pricing Models: Models, Pricing and Implementation: 235 (The Wiley Finance Series)

Understanding Credit Derivatives and Related Instruments

Handbook Of Global Financial Markets: Transformations, Dependence, And Risk Spillovers (Money Banking Investments Fina)

Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)

The FRTB: Practical Approach to Implementation and Model Risk Management

An Introduction to Global Financial Markets