Credit portfolio management

Credit risk. A number of market factors are causing revolutionary changes in the way it is measured and managed at financial institutions. Charles Smithson, author of the bestselling Managing Financial Risk, introduces a portfolio management approach to credit in his latest book. Understanding how t...

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Tác giả chính: Smithson, Charles
Định dạng: Sách
Ngôn ngữ:Undetermined
Được phát hành: Hoboken, N.J. John Wiley 2003
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
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520 |a Credit risk. A number of market factors are causing revolutionary changes in the way it is measured and managed at financial institutions. Charles Smithson, author of the bestselling Managing Financial Risk, introduces a portfolio management approach to credit in his latest book. Understanding how to manage the inherent risks of this market has become increasingly important over the years. Credit Portfolio Management provides readers with a complete understanding of the alternative approaches to credit risk measurement and portfolio management. This definitive guide discusses the pricing and managing of credit risks associated with a variety of off-balance-sheet products such as credit default swaps, total return swaps, first-to-default baskets, and credit spread options; as well as on-balance-sheet customized structured products such as credit-linked notes, repackage notes, and synthetic collateralized debt obligations (CDOs). Filled with expert insight and advice, this book is a must-read for all credit professionals. 
650 |a Bank loans,Bank loans,Consumer credit,Tiền cho vay của ngân hàng,Tiền cho vay của ngân hàng,Tín dụng tiêu dùng 
650 |x Management,Management,Management,Quản lý,Quản lý,Quản lý 
650 |z United States,Hoa Kỳ 
904 |i Năm 
980 |a Trung tâm Học liệu Trường Đại học Cần Thơ