Credit engineering for bankers[elect...
Glantz, Morton.

 

  • Credit engineering for bankers[electronic resource] :a practical guide for bank lending /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 332.1068
    書名/作者: Credit engineering for bankers : a practical guide for bank lending // by Morton Glantz, Johnathan Mun.
    作者: Glantz, Morton.
    其他作者: Mun, Johnathan.
    出版者: London : : Academic,, 2010.
    面頁冊數: 1 online resource.
    標題: Bank loans - Management.
    標題: Asset-liability management.
    標題: Credit analysis.
    標題: Banks and banking - Risk management.
    ISBN: 9780123785855 (electronic bk.)
    ISBN: 0123785855 (electronic bk.)
    內容註: The Credit Analysis and the Subprime Mortgage Crisis -- Introduction to Bank Risk Management -- International Financial Reporting Standards -- Multivariate Ratio and Cash Flow Analysis: A Banker's Guide -- Credit Analysis of Seasonal Businesses: an Integrated Approach -- Asset Based Lending -- Cash Flow Analysis: a Banker's Guide -- A Banker's Primer on Quantitative and Decision Analysis -- Projections and Risk Assessment -- The Sustainable Growth and Credit Risk Management -- Specialized Lending Exposures -- Recognition and Diagnosis of Troubled Loans -- Risk Governance -- Bank Failure, Capital Adequacy, Regulatory Capital Ratios, and Loan Loss Provisioning -- Quantitative Credit and Market Risk Analysis -- Portfolio Optimization and Management of Default Risk -- Exotic Options, Option Engineering, and Credit Risk -- An Introduction to Credit Derivatives -- Loan Pricing -- Global Exposure Tracking Systems -- Corporate Risk Rating: Design and Application.
    摘要、提要註: More efficient credit portfolio engineering can increase the decision-making power of bankers and boost the market value of their banks. By implementing robust risk management procedures, bankers can develop comprehensive views of obligors by integrating fundamental and market data into a portfolio framework that treats all instruments similarly. Banks that can implement strategies for uncovering credit risk investments with the highest return per unit of risk can confidently build their businesses. Through chapters on fundamental analysis and credit administration, authors Morton Glantz and Johnathan Mun teach readers how to improve their credit skills and develop logical decision-making processes. As readers acquire new abilities to calculate risks and evaluate portfolios, they learn how credit risk strategies and policies can affect and be affected by credit ratings and global exposure tracking systems. The result is a book that facilitates the discipline of market-oriented portfolio management in the face of unending changes in the financial industry. Concentrates on the practical implementation of credit engineering strategies and tools Demonstrates how bankers can use portfolio analytics to increase their insights about different groups of obligors Investigates ways to improve a portfolio's return on risk while minimizing probability of insolvency.
    電子資源: http://www.sciencedirect.com/science/book/9780123785855
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