Risk-Adjusted Lending Conditions: An Option Pricing Approach. Wiley Finance Series

Seitenzahl:

170

Gewicht:

490 g

Erschienen bei:

John Wiley & Sons

Beschreibung

In order for a bank to calculate whether it is likely to be profitable to make a loan to a company it is necessary to estimate the cost of making the loan. Of course, there are many risks involved and it is the successful management and calculation of those risks that will enable the bank to assess the viability of any loan. This book contains a new approach to assessing and estimating the risks involved and develops a model that permits calculation of the total lending costs. The proposed model has the potential to improve banks' loan business significantly, and will be of great benefit to those in the banking industry.

Kurzbeschreibung

Werner Rosenberger is Managing Director and Head of Methodology at Credit Risk Control of UBS Wealth Management & Business Banking, Zurich.
He was born 1953 in Zurich, Switzerland, where he acquired a diploma in Physics at the Federal Institut of Technology (ETH Zürich). He concluded his studies with a degree in Business Administration of the University of St. Gall, Switzerland. Several years later he completed a doctorate at the University of Zurich.
After his studies he worked first as a marketing manager at Philips (Schweiz) AG, Zurich, for IT-products. After a back packer trip around the world he started a banking career at UBS and Credit Suisse where he worked mainly as company clients relationship manager and as a branch manager before he joined credit risk control.

Mehr über...

Mehr über:  Business / Economics / Finance, Bank, Kreditrisiko, Risikomanagement, Business & Economics / Finance, Business & Economics / Banks & Banking, Finance

Mehr von: 

Mehr von:  Werner Rosenberger, John Wiley & Sons