Modern Credit Risk Management: Theory and Practice - Image 1

£47.19

MACMILLAN Modern Credit Risk Management: Theory and Practice

Name: Modern Credit Risk Management: Theory and Practice
Brand: MACMILLAN
Price: 47.19 GBP
Availability: InStock

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Description

This bookis 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 Dodd–Frank 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.

Key Features

Modern Credit Risk Management: Theory and Practice

Books Subjects Business, Finance Law Professional Finance Budgeting Books Subjects Business, Finance Law Professional Finance Investments Securities Books Subjects Business, Finance Law Management Budgeting Finance Books Subjects Business, Finance Law Professional Finance Insurance Books Subjects Business, Finance Law Professional Finance Risk Management Books Subjects Science, Nature Maths Books Subjects Reference

Product Type: ABIS_MUSIC

Brand: Palgrave Macmillan

Product Specifications

Brand: MACMILLAN
Format: hardcover
ASIN: 1137524065
Category: Books > Subjects > Business, Finance & Law > Accounting > Specialities
Domain: Amazon UK
Release Date: 17 February 2017
Listed Since: 07 April 2016

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MACMILLAN Modern Credit Risk Management: Theory and Practice

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