This volume illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. It focuses on the application of new products in the financial services industry and the growing market of credit derivatives.
99.95 USD

In this book, two of America''s leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and ...
75.24 CAD

This volume illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical ...
104.95 CAD

Credit derivatives are the newest entrant to the world of derivatives– and they have quickly become one of the fastest-growing areas of interest in global derivatives and risk management...
98.99 CAD

Credit Risk: from transaction to portfolio management' provides high level, focused analysis of the nature of credit risk in investment bank portfolio management. Written by experienced international practitioners, it offers in-depth information and advice that will help all those charged with managing credit risk at the sharp end. Credit Risk Management strives to protect the capital and reputation of the bank while preserving its franchise and optimising long-term profitability. These goals are achieved by: * Recommending suitable credit policies and guidelines * Performing due diligence on the banks' customers * Incorporating both quanitative and qualitative analysis to balance risk and return * Providing creative advice to facilitate client transactions * Coordinating legal and operational issues * Embracing technological change to enhance bank effectiveness 'Credit Risk' provides financial institutions and their staff with everything they need to know about how to control and manage credit risk. It gives sound analysis of trading strategies and complex derivative product, offers an understanding of settlement procedures and legal issues, and shows how to accurately quantify and measure related risks.
102.00 USD

The credit derivatives market has developed rapidly over the last ten years and is now well established in the banking community and is increasingly making its presence felt in all areas of finance. This book covers the subject from credit bonds, asset swaps and related ?real world? issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. Credit Derivatives: Risk Management, Trading and Investing provides: A description of the key products, applications, and an analysis of typical trades including basis trading, hedging, and credit structuring Analysis of the industry standard ?default and recovery? and Copula models including many examples, and a description of the models? shortcomings Tools and techniques for the management of a portfolio or book of credit risks including appropriate and inappropriate methods of correlation risk management A thorough analysis of counterparty risk An intuitive understanding of credit correlation in reality and in the Copula model The CD in the back of this book includes an Evaluation Version of Mathcad® 12 Single User Edition, which is reproduced by permission. This software is a fully-functional trial of Mathcad which will expire 30 days from installation. For technical support or more information see http://www.mathcad.com.
110.00 USD

Collateral - generally defined as an asset used to provide security for a lender's loan - is an important feature of credit contracts and all the available evidence suggests that its use is getting more pervasive.
120.00 USD

A valuable financial resource that covers a variety of advanced credit market issues The Credit Market Handbook provides a state-of-the-art look at credit analyses including the analysis of ...
104.99 CAD

Credit Builder is a complete debt management program.
34.95 USD

Improve your credit rating and fix errors.
9.99 USD