Managing Bank Risk. Academic Press

Seitenzahl:

667

Gewicht:

1029 g

Erschienen bei:

Elsevier LTD, Oxford

Kurzbeschreibung

Featuring new credit engineering tools, Managing Bank Risk combines innovative analytic methods with traditional credit management processes. Professor Glantz provides print and electronic risk-measuring tools that ensure credits are made in accordance with bank policy and regulatory requirements, giving bankers with 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, Managing Bank Risk offers useful models, programs, and documents essential for creating a sound credit risk environment, credit granting processes, and appropriate administrative and monitoring controls.
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 andworkouts
* 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
* Compreh

Mehr über...

Mehr über:  Bankmanagement, Management / Risikomanagement, Bank, Risikomanagement, Management / Bankmanagement, Kreditmanagement, Finance, Accounting - General, Banks & Banking

Mehr von: 

Mehr von:  Morton Glantz, Elsevier LTD, Oxford