Michael Hunseler,
Michael Hünseler
Palgrave Macmillan UK
e druk, 2013
9780230391499
Credit Portfolio Management
A Practitioner's Guide to the Active Management of Credit Risks
Specificaties
Gebonden, blz.
|
Engels
Palgrave Macmillan UK |
e druk, 2013
ISBN13: 9780230391499
Rubricering
Onderdeel van serie
Global Financial Markets
Levertijd ongeveer 8 werkdagen
Samenvatting
Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio management practitioners. Its content comprises of three main parts: The framework for managing credit risks, Active Credit Portfolio Management in practice and Hedging techniques and toolkits.
Specificaties
ISBN13:9780230391499
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK
Hoofdrubriek:Economie, Financieel management
Serie:Global Financial Markets
Inhoudsopgave
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
