Commercial Loan Portfolio Management
Author: Edgar Martin Morsman
Publisher: Risk Management Assoc
Published: 1993-01-01
Total Pages: 129
ISBN-13: 9780936742953
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Author: Edgar Martin Morsman
Publisher: Risk Management Assoc
Published: 1993-01-01
Total Pages: 129
ISBN-13: 9780936742953
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Publisher:
Published: 1988
Total Pages: 114
ISBN-13:
DOWNLOAD EBOOKAuthor: Frank J. Fabozzi
Publisher: John Wiley & Sons
Published: 1998-07-15
Total Pages: 232
ISBN-13: 9781883249441
DOWNLOAD EBOOKThe bank loan market has increased dramatically in recent years and is now viewed by some as a distinct asset class. This comprehensive book covers the structure of the market, secondary market in trading practices, and how to manage a bank loan portfolio.
Author: Charles Smithson
Publisher: John Wiley & Sons
Published: 2003-04-07
Total Pages: 354
ISBN-13: 0471465429
DOWNLOAD EBOOKA cutting-edge text on credit portfolio management Credit risk. A number of market factors are causing revolutionary changes in the way it is measured and managed at financial institutions. Charles Smithson, author of the bestselling Managing Financial Risk, introduces a portfolio management approach to credit in his latest book. Understanding how to manage the inherent risks of this market has become increasingly important over the years. Credit Portfolio Management provides readers with a complete understanding of the alternative approaches to credit risk measurement and portfolio management. This definitive guide discusses the pricing and managing of credit risks associated with a variety of off-balance-sheet products such as credit default swaps, total return swaps, first-to-default baskets, and credit spread options; as well as on-balance-sheet customized structured products such as credit-linked notes, repackage notes, and synthetic collateralized debt obligations (CDOs). Filled with expert insight and advice, this book is a must-read for all credit professionals. Charles W. Smithson, PhD (New York, NY), is the Managing Partner of Rutter Associates and Executive Director of the International Association of Credit Portfolio Managers (IACPM). He is the author of five books, including The Handbook of Financial Engineering and Managing Financial Risk (now in its Third Edition).
Author: Nidal Shamroukh
Publisher:
Published: 1994
Total Pages: 210
ISBN-13:
DOWNLOAD EBOOKAuthor: Jochen Kühn
Publisher: Springer Science & Business Media
Published: 2006-09-28
Total Pages: 153
ISBN-13: 3540348212
DOWNLOAD EBOOKThis book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio and the reward-to-VaR ratio are proposed for loan portfolios, although it is not proven whether their risk-return trade-offs are optimal for banks. The authors demonstrate that even the reward-to-VaR ratio, which is developed for valuating loan portfolios, can be highly misleading. They also show how market discipline, capital requirements, and insured deposits affect decision-making.
Author:
Publisher:
Published: 1998
Total Pages: 32
ISBN-13:
DOWNLOAD EBOOKAuthor: Jeffrey R. Bohn
Publisher: John Wiley & Sons
Published: 2009-04-06
Total Pages: 645
ISBN-13: 0470080183
DOWNLOAD EBOOKState-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors' Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented.
Author: Arindam Bandyopadhyay
Publisher: Cambridge University Press
Published: 2016-05-09
Total Pages: 390
ISBN-13: 110714647X
DOWNLOAD EBOOKThis book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
Author: Comptroller of Comptroller of the Currency
Publisher: CreateSpace
Published: 2014-10-31
Total Pages: 100
ISBN-13: 9781502951380
DOWNLOAD EBOOKLending is the principal business activity for most commercial banks. The loan portfolio is typically the largest asset and the predominate source of revenue. As such, it is one of the greatest sources of risk to a bank's safety and soundness. Whether due to lax credit standards, poor portfolio risk management, or weakness in the economy, loan portfolio problems have historically been the major cause of bank losses and failures