عنوان

The banker's handbook on credit risk :

0123736668

0123736846

9780123736666

9780123736840

b755748

The banker's handbook on credit risk :

[Book]

implementing Basel II /

Morton Glantz, Johnathan Mun.

Boston :

Academic Press/Elsevier,

©2008.

xii, 420 pages :

illustrations ;

27 cm +

1 DVD (4 3/4 in.)

Includes bibliographical references and index.

Basel II and principles for the management of credit risk -- International financial reporting standards and Basel II -- Decomposing cash flow: a banker's primer -- Step-by-step in getting started with the modeling toolkit and risk simulator software applications -- Analytical forecasting and cash flow projections -- Using risk simulator optimization procedures and Basel II modeling toolkit's corporate valuation model -- Analytical techniques for modeling probability of default, loss given default, economic capital, value at risk, portfolio optimization, hurdle rates, and rates of return -- Portfolio optimization -- Loan pricing and pricing model construction -- Banker's primer in shareholder value -- Banker's guide: valuation appraisal of business clients -- Constructing industry-specific credit rating systems -- Building integrated exposure systems -- Credit risk rating and debt analysis (credit premium and debt options) -- Interest rate risk, foreign exchange risk, volatility estimation, risk hedging, yield curve forecasting, and advanced forecasting techniques -- Exotic options and credit derivatives.

0

Asset-liability management.

Bank loans-- Management.

Banks and banking-- Risk management.

Credit analysis.

Asset-liability management.

Bank loans-- Management.

Credit analysis.

Glantz, Morton.

Mun, Johnathan.

20201204155905.0

[Book]

Y