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Credit portfolio management : a practitioner's guide to active management of credit risks
Hünseler, Michael - 2013
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...
Persistent link: https://www.econbiz.de/10012106252
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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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Retail Credit Risk Management
Anolli, Mario (ed.); Beccalli, Elena (ed.);  … - 2013
the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and …
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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Credit Default Swaps und Informationsgehalt
Wagner, Eva - 2008
Kredit und Kreditrisiko -- Kreditderivate -- Der Credit Default Swap (CDS) -- Externes Rating, CDS und Informationseffi … anderer etablierter Märkte, auf denen das Kreditrisiko relevant ist, sowie dem des externen Rating gegenüber. Sie zeigt …
Persistent link: https://www.econbiz.de/10013517112
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Commercial Banking Risk Management : Regulation in the Wake of the Financial Crisis
Tian, Weidong (ed.) - 2017
This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 2007-2008 crisis, suggesting strategies by which financial institutions can comply with stringent new regulations and adapt to the pressures...
Persistent link: https://www.econbiz.de/10012397374
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Risk Performance Management : Chancen für ein besseres Rating
Hilz-Ward, Reavis Mary - 2009
-- Instrumente -- Chancenorientierte Einzelfallbewertung und effizientes Portfolio Risikomanagement -- Rolle der BWA im Risk … Risikomanagement in der Rückversicherung -- Integriertes Risiko-/Chancenmanagement als Instrument der Unternehmenssteuerung … -- Risikomanagement in mittelständischen Unternehmen am Beispiel der LIMO Lissotschenko Mikrooptik GmbH. …
Persistent link: https://www.econbiz.de/10014015154
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Integrated Market and Credit Portfolio Models : Risk Measurement and Computational Aspects
Grundke, Peter (contributor) - 2008
Due to their business activities, banks are exposed to many different risk types. Peter Grundke shows how various risk exposures can be aggregated to a comprehensive risk position. Furthermore, computational problems of determining a loss distribution that comprises various risk types are...
Persistent link: https://www.econbiz.de/10013521007
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Quantitative Financial Risk Management
Wu, Dash - 2011
Persistent link: https://www.econbiz.de/10013518433