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Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften Active Credit Portfolio Management – Bringing the Capital Market Perspective into Bank Lending: A Practitioners’ View: 3276 (Europaeische ... Management / Série 5: Sciences économiques)

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£78.70 £74.77 £76.34 £77.91 £79.49 £81.06 £82.64 25 July 2026 13 August 2026 01 September 2026 20 September 2026 10 October 2026
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Description

Driven by profound and sustainable changes in credit markets, banks that are engaged in the lending business have recently felt strong pressure to rethink and improve their business model. As a consequence, the concept of implementing a portfolio view on loan exposures and actively managing the credit portfolio, mainly by means of capital market transactions, has emerged. The goal of this active credit portfolio management (ACPM) approach is to achieve a risk-return optimal portfolio composition instead of pursuing the conventional transaction-oriented approach, whereby bank loans are statically held until maturity or default. Based on the results of a comprehensive empirical study on ACPM, conducted among the largest and most significant European financial institutions, this book describes in detail how the ACPM approach has been implemented in practice so far. Furthermore, the question regarding the optimal ACPM business model to be established, depending on specific determining factors, is discussed in depth.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
23 November 2007
Listed Since
21 December 2007

Barcode

No barcode data available

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