| 書目名稱 | Modern Credit Risk Management | | 副標(biāo)題 | Theory and Practice | | 編輯 | Panayiota Koulafetis | | 視頻video | http://file.papertrans.cn/638/637062/637062.mp4 | | 概述 | Provides a guide to assessing and managing credit risks at bank, sovereign, corporate and structured finance level, using quantitative, qualitative and legal tools.Explains structured and complex prod | | 圖書封面 |  | | 描述 | .This book. .is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how this can be achieved with prudent origination, credit risk policies, approval process, setting of meaningful limits and underwriting criteria..The book discusses the various quantitative techniques used to assess and manage credit risk, including methods to estimate default probabilities, credit value at risk approaches and credit exposure analysis. Basel I, II and III are covered, as are the true meaning of credit ratings, how these are assigned, their limitations, the drivers of downgrades and upgrades, and how credit ratings should be used in practise is explained..Modern Credit Risk Management .not only discusses credit risk from a quantitative angle but further explains how important the qualitative and legal assessment is. Credit risk transfer and mitigation techniques and tools are explained, as are netting, ISDA master agreements, centralised counterparty clearing, margin collateral, overcollateraliza | | 出版日期 | Book 2017 | | 關(guān)鍵詞 | credit value; risk approaches; netting; ISDA master agreement; capital requirements; Dodd-Frank; Consumer | | 版次 | 1 | | doi | https://doi.org/10.1057/978-1-137-52407-2 | | isbn_ebook | 978-1-137-52407-2 | | copyright | The Editor(s) (if applicable) and The Author(s) 2017 |
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