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Managing credit risk: the great challenge for global financial markets

Author: Caouette, John B. ; Altman, Edward I. ; Narayanan, Paul ; Nimmo, Robert Series: Wiley finance series Publisher: Wiley, 2008.Edition: 2nd ed.Language: EnglishDescription: 627 p. : Graphs/Ill. ; 24 cm.ISBN: 9780470118726Type of document: BookBibliography/Index: Includes bibliographical references and index
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Europe Campus
Main Collection
Print HG3751 .C36 2008
(Browse shelf)
Available 32419001246681
Total holds: 0

Includes bibliographical references and index


Managing Credit Risk The Great Challenge for the Global Financial Markets Contents About the Authors Introduction CHAPTER 1 Credit Risk: The Great Challenge For The Global Economy CHAPTER 2 Credit Culture CHAPTER 3 Classic Industry Players: Banks, Savings institutions, Insurance: Companies, Face Companies, and Special Purpose Entities CHAPTER 4 The Portfolio Managers: investment Managers, Mutual Funds, Pension Funds, and Hedge Funds CHAPTER 5 Structural Huis: Clames, Derivative Product Companies, and Exchanges CHAPTER 8 The Rating Agencies CHAPTER 7 Classic Credit Analysis CHAPTER 8 Asset-Based Lending and Lease Finance xi xv 1 23 41 59 69 81 103 117 CHAPTER 9 Introduction to Credit Risk Models CHAPTER 10 Credit Risk Models Based upon Accounting Data and Market Values CHAPTER 11 Corporate Credit Risk Models Based on Stock Price CHAPTER 12 Consumer Finance Models CHAPTER 13 Credit Models for Small Business, Real Estate, and Financial Institutions CHAPTER 14 Testing and Implementation of Credit Risk Models CHAPTER 15 About Corporate Default Rates CHAPTER 18 Default Recovery Rates and LCD in Credit Risk Modeling and Practice CHAPTER 17 Credit Risk Migration CHAPTER 18 Introduction to Portfolio Approaches CHAPTER 19 Economic Capital and Capital Allocation CHAPTER 20 Application of Portfolio Approaches CHAPTER 21 Credit Derivatives 127 139 181 201 223 237 251 277 311 325 349 367 411 CHAPTER 22 Counterparty Risk CHAPTER 23 Country Risk Models CHAPTER 24 Structured Finance CHAPTER 25 New Markets, New Players, New Ways to Play CHAPTER 26 Market Chaos and a Reversion to the Mean: The Rediscovery of Culture as a Critical Risk Management Tool Notes Appendix Index 437 455 475 509 539 553 569 607

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