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" The banker's handbook on credit risk : "
Morton Glantz, Johnathan Mun.
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BL
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| Record Number
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1001378
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| Doc. No
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b755748
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| Main Entry
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Glantz, Morton.
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| Title & Author
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The banker's handbook on credit risk : : implementing Basel II /\ Morton Glantz, Johnathan Mun.
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| Publication Statement
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Amsterdam ;Boston :: Academic Press/Elsevier,, ©2008.
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| Page. NO
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xii, 420 pages :: illustrations ;; 27 cm ++ 1 DVD (4 3/4 in.)
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| ISBN
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0123736668
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: 0123736846
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: 9780123736666
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: 9780123736840
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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.
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| Subject
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Asset-liability management.
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Bank loans-- Management.
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Banks and banking-- Risk management.
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Credit analysis.
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Asset-liability management.
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Bank loans-- Management.
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Credit analysis.
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| Dewey Classification
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332.1068
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| LC Classification
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HG1641.G553 2008
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| Added Entry
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Mun, Johnathan.
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