Credit Portfolio Management

Name: Credit Portfolio Management
Author: Michael Hunseler

A Practitioner's Guide to the Active Management of Credit Risks

Specificaties

Gebonden, blz. | Engels

Palgrave Macmillan UK | e druk, 2013

ISBN13: 9780230391499

Rubricering

Juridisch :

Palgrave Macmillan UK e druk, 2013 9780230391499

Onderdeel van serie Global Financial Markets

€ 107,01

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Samenvatting

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.

Specificaties

ISBN13:9780230391499

Taal:Engels

Bindwijze:gebonden

Uitgever:Palgrave Macmillan UK

Hoofdrubriek:Economie, Financieel management

Serie:Global Financial Markets

Inhoudsopgave

  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  