Credit portfolio management : a practitioner's guide to the active management of credit risks
著者
書誌事項
Credit portfolio management : a practitioner's guide to the active management of credit risks
（Global financial markets）
Palgrave Macmillan, 2013
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注記
Includes bibliographical references (p. 253-256) and index
内容説明・目次
内容説明
Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio management practitioners. Its content comprises of three main parts: The framework for managing credit risks, Active Credit Portfolio Management in practice and Hedging techniques and toolkits.
目次
The Case for Credit Portfolio Management Credit Risk Strategies What if: Credit Risk Stress Testing Evolution of Portfolio Management Business Models Accounting Complexity and Implications Regulatory capital managment under Basel II CDS: Hedging of Issuer and Counterparty Risk Loan Credit Derivatives, Sub-participations and Credit Indices Hedge Strategies for Baskets, Swaptions and Macro Hedges
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