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Credit portfolio managementa practitioner's guide to the active management of credit risks /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Credit portfolio managementMichael H�unseler.
其他題名:	a practitioner's guide to the active management of credit risks /
作者:	H�unseler, Michael,
出版者:	Houndmills, Basingstoke, Hampshire :New York, NY :2013.
面頁冊數:	1 online resource (pages cm.)
標題:	CreditManagement.
電子資源:	https://link.springer.com/book/10.1057/9780230391505
ISBN:	9780230391505 (electronic bk.)

Credit portfolio managementa practitioner's guide to the active management of credit risks /
H�unseler, Michael,1967-

Credit portfolio managementa practitioner's guide to the active management of credit risks /[electronic resource] :Michael H�unseler. - Houndmills, Basingstoke, Hampshire :New York, NY :2013. - 1 online resource (pages cm.)

The Case for Credit Portfolio Management -- Credit Risk Strategies -- What if: Credit Risk Stress Testing -- Evolution of Portfolio Management Business Models -- Accounting Complexity and Implications -- Regulatory capital managment under Basel II -- CDS: Hedging of Issuer and Counterparty Risk -- Loan Credit Derivatives, Sub-participations and Credit Indices -- Hedge Strategies for Baskets, Swaptions and Macro Hedges.

Credit Portfolio Management is an excellent book on the modern credit value chain of banks. With the banking industry in general overhaul and credit business at the core of it, this book provides a timely and practical guidance on how to successfully manage a credit portfolio in light of a challenging market environment and increased regulatory scrutiny. A focus is placed on the development of a risk strategy with corresponding risk limits and stress tests. This book outlines the key ingredients of fit for purpose business models for Active Credit Portfolio Management. Ever more important regulatory and accounting aspects of hedging are discussed and solutions provided for the accounting mismatch arising from hedging loans with credit derivatives. The author delves deep into the mechanics of Credit Default Swaps, using case studies such as the Greek default event to uncover built in flaws of this most frequently used product for credit risk mitigation. Other hedge instruments and strategies, including sub-participations, swaptions, baskets, tranches, and macro hedges, are explained in detail. The book concludes with a very topical discussion on bank regulatory capital optimization through credit risk transfer techniques.

ISBN: 9780230391505 (electronic bk.)

Source: 569827Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

174340
Credit
--Management.Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HG3751 / .H86 2013

Dewey Class. No.: 332.7068/1

Credit portfolio managementa practitioner's guide to the active management of credit risks /
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300 $a 1 online resource (pages cm.)
505 0 $a The Case for Credit Portfolio Management -- Credit Risk Strategies -- What if: Credit Risk Stress Testing -- Evolution of Portfolio Management Business Models -- Accounting Complexity and Implications -- Regulatory capital managment under Basel II -- CDS: Hedging of Issuer and Counterparty Risk -- Loan Credit Derivatives, Sub-participations and Credit Indices -- Hedge Strategies for Baskets, Swaptions and Macro Hedges.
520 $a Credit Portfolio Management is an excellent book on the modern credit value chain of banks. With the banking industry in general overhaul and credit business at the core of it, this book provides a timely and practical guidance on how to successfully manage a credit portfolio in light of a challenging market environment and increased regulatory scrutiny. A focus is placed on the development of a risk strategy with corresponding risk limits and stress tests. This book outlines the key ingredients of fit for purpose business models for Active Credit Portfolio Management. Ever more important regulatory and accounting aspects of hedging are discussed and solutions provided for the accounting mismatch arising from hedging loans with credit derivatives. The author delves deep into the mechanics of Credit Default Swaps, using case studies such as the Greek default event to uncover built in flaws of this most frequently used product for credit risk mitigation. Other hedge instruments and strategies, including sub-participations, swaptions, baskets, tranches, and macro hedges, are explained in detail. The book concludes with a very topical discussion on bank regulatory capital optimization through credit risk transfer techniques.
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