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Modern Credit Risk Management : Theory and Practice
Koulafetis, Panayiota - 2017
Modern Credit Risk Management: From Theory to Practice 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...
Persistent link: https://www.econbiz.de/10012397509
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Messung und Steuerung von Kreditrisiken : Empirischer Befund und Handlungsempfehlungen
Kroon, Gerhard - 2009
Anforderungen an die vermögensorientierte Messung und Steuerung von Kreditrisiken im variabel verzinslichen Kundengeschäft von Kreditgenossenschaften -- Empirischer Befund zur Handhabung variabel verzinslicher Kundengeschäfte im Rahmen der Messung und Steuerung von Kreditrisiken in...
Persistent link: https://www.econbiz.de/10014014992
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Holistic Active Management of Non-Performing Loans
Scardovi, Claudio - 2016 - 1st ed. 2016
1 Work-out: holistic active management of NPL -- 2 The bad bank and the good banking -- 3 The work-out value chain: permutations and clusters -- 4 The work-out unit: captive – deceptive -- 5 Developing a credit work out “alpha platform” -- 6 Developing an holistic and active credit work...
Persistent link: https://www.econbiz.de/10014017922
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Retail Credit Risk Management
Anolli, Mario (ed.); Beccalli, Elena (ed.);  … - 2013
Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the...
Persistent link: https://www.econbiz.de/10012106304
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Kapitalmarktorientierter Kreditrisikotransfer : Eine Analyse am Beispiel deutscher Genossenschaftsbanken
Kern, Marco (contributor) - 2009
Im Risikomanagement von Kreditinstituten besteht das Problem, dass ein Handel von einzelnen Krediten nur stark …
Persistent link: https://www.econbiz.de/10014014678
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Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna - 2011
Introduction -- Part I Fundamentals: Credit Derivatives and Markets -- Mathematical Preliminaries -- Part II Static Models: One Factor Gaussian Copula Model -- Normal Inverse Gaussian Factor Copula Model -- Part III: Term-Structure Models -- Large Homogeneous Cell Approximation for Factor Copula...
Persistent link: https://www.econbiz.de/10014015252
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The Credit Risk of Complex Derivatives
Banks, Erik - 2004 - Third Edition
expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts …
Persistent link: https://www.econbiz.de/10012106416
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Praxishandbuch Risikomanagement und Rating : Ein Leitfaden
Reichling, Peter (contributor); Bietke, Daniela (contributor) - 2007 - 2., überarbeitete und erweiterte Auflage
-- Kapitalkosten bei Ausfallrisiko -- Risikomanagement im Unternehmen -- Grundlagen des Risikomanagements -- Risikoinventar und Risk … grundlegend die Kreditbewertung sowie die Bestimmung kreditnehmerspezifischer Konditionen. Beim Risikomanagement auf …, Kreditkonditionen, Kapitalkosten bei Ausfallrisiko - Risikomanagement im Unternehmen: Grundlagen, Risikoinventar und Risk Map …
Persistent link: https://www.econbiz.de/10013516668
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Financial Institutions in the Global Financial Crisis : The Role of Financial Derivatives, Bank Capital, and Clearing and Custody Services
Li, Shaofang - 2018
This book examines the role of financial institutions in the financial markets during normal times, as well as during the global financial crisis. Chapter 1 offers a brief introduction to the research topics in the book, while Chapter 2 discusses the impact of financial derivatives on risk...
Persistent link: https://www.econbiz.de/10012398291
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Weather Derivatives : Modeling and Pricing Weather-Related Risk
Alexandridis K., Antonis - 2013
claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature. Nearly $1 trillion of …
Persistent link: https://www.econbiz.de/10014016319