جزییات کتاب
Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of the most effective credit risk management tools, techniques, and vehicles currently available. If you need to keep up with the constant changes in the world of credit risk management, this book will show you how.Content: Chapter 1 Credit Risk: The Great Challenge For the Global Economy (pages 1–21): Chapter 2 Credit Culture (pages 23–40): Chapter 3 Classic Industry Players: Banks, Savings Institutions, Insurance Companies, Finance Companies, and Special Purpose Entities (pages 41–57): Chapter 4 The Portfolio Managers: Investment Managers, Mutual Funds, Pension Funds, and Hedge Funds (pages 59–67): Chapter 5 Structural Hubs: Clearinghouses, Derivative Product Companies, and Exchanges (pages 69–79): Chapter 6 The Rating Agencies (pages 81–101): Chapter 7 Classic Credit Analysis (pages 103–115): Chapter 8 Asset?Based Lending and Lease Finance (pages 117–125): Chapter 9 Introduction to Credit Risk Models (pages 127–137): Chapter 10 Credit Risk Models Based upon Accounting Data and Market Values (pages 139–180): Chapter 11 Corporate Credit Risk Models Based on Stock Price (pages 181–199): Chapter 12 Consumer Finance Models (pages 201–221): Chapter 13 Credit Models for Small Business, Real Estate, and Financial Institutions (pages 223–235): Chapter 14 Testing and Implementation of Credit Risk Models (pages 237–250): Chapter 15 About Corporate Default Rates (pages 251–276): Chapter 16 Default Recovery Rates and LGD in Credit Risk Modeling and Practice (pages 277–309): Chapter 17 Credit Risk Migration (pages 311–324): Chapter 18 Introduction to Portfolio Approaches (pages 325–347): Chapter 19 Economic Capital and Capital Allocation (pages 349–365): Chapter 20 Application of Portfolio Approaches (pages 367–410): Chapter 21 Credit Derivatives (pages 411–436): Chapter 22 Counterparty Risk (pages 437–454): Chapter 23 Country Risk Models (pages 455–473): Chapter 24 Structured Finance (pages 475–508): Chapter 25 New Markets, New Players, New Ways to Play (pages 509–538): Chapter 26 Market Chaos and a Reversion to the Mean: The Rediscovery of Culture as a Critical Risk Management Tool (pages 539–552):