Credit portfolio management : a practitioner's guide to the active management of credit risks
Author(s)
Bibliographic Information
Credit portfolio management : a practitioner's guide to the active management of credit risks
（Global financial markets）
Palgrave Macmillan, 2013
Available at / 2 libraries
-
No Libraries matched.
- Remove all filters.
Note
Includes bibliographical references (p. 253-256) and index
Description and Table of Contents
Description
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.
Table of Contents
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
by "Nielsen BookData"
