Advanced Credit Risk Analysis & Management, Joseph Ciby

Автор: Hassani, Bertrand
Название: Scenario Analysis in Risk Management
ISBN: 331925054X ISBN-13(EAN): 9783319250540
Издательство: Springer
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Цена: 11179.00 р.
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Описание: This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies.

Автор: Witzany
Название: Credit Risk Management
ISBN: 3319497995 ISBN-13(EAN): 9783319497990
Издательство: Springer
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Цена: 11878.00 р.
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Описание: This book introduces to basic and advanced methods for credit risk management. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods.

Автор: HKIB
Название: Credit Risk Management
ISBN: 0470827491 ISBN-13(EAN): 9780470827499
Издательство: Wiley
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Цена: 6018.00 р.
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Описание:

The importance of managing credit and credit risks carefully andappropriately cannot be overestimated. The very success or failureof a bank and the banking industry in general may well depend onhow credit risk is handled.

Banking professionals must be fully versed in the risksassociated with credit operations and how to manage those risks.This up-to-date volume is an invaluable reference and study toolthat delves deep into issues associated with credit riskmanagement.

Credit Risk Management from the Hong Kong Institute ofBankers (HKIB)discusses the various ways through which banksmanage risks. Essential for candidates studying for the HKIBAssociateship Examination, it can also help those who want toacquire a deeper understanding of how and why banks make decisionsand set up processes that lower their risk.

Topics covered in this book include:

• Active credit portfolio management
• Risk management, pricing, and capital adequacy
• Capital requirements for banks
• Approaches to credit risk management
• Structural models and probability of default
• Techniques to determine loss given default
• Derivatives and structured products

Автор: Panayiota Koulafetis
Название: Modern Credit Risk Management
ISBN: 1137524065 ISBN-13(EAN): 9781137524065
Издательство: Springer
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Цена: 9781.00 р.
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