Name: Measuring and Managing Credit Risk (en Inglés)
Price: 336768.00 COP
Availability: InStock
Author: de Servigny, Arnaud ; Renault, Olivier
ISBN: 9780071417556

portada Measuring and Managing Credit Risk (en Inglés)

Formato

Libro Físico

Autor

Arnaud de Servigny

Olivier Renault

Editorial

McGraw-Hill Companies

Año

2004

Idioma

Inglés

N° páginas

480

Encuadernación

Tapa Dura

Dimensiones

23.7 x 15.0 x 3.8 cm

Peso

0.81 kg.

ISBN

0071417559

ISBN13

9780071417556

N° edición

Categorías

Contabilidad
Fiscalidad y hacienda pública
Banca

Measuring and Managing Credit Risk (en Inglés)

Arnaud de Servigny (Autor) · Olivier Renault (Autor) · McGraw-Hill Companies · Tapa Dura

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Se enviará desde nuestra bodega entre el Martes 02 de Julio y el Viernes 12 de Julio.

Lo recibirás en cualquier lugar de Colombia entre 1 y 5 días hábiles luego del envío.

Reseña del libro "Measuring and Managing Credit Risk (en Inglés)"

Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environmentMeasuring and Managing Credit Risk takes you far beyond the Basel guidelines to detail a powerful, proven program for understanding and controlling your firm's credit risk. Providing hands-on answers on practical topics from capital management to correlations, and supporting its theories with up-to-the-minute data and insights, this authoritative book examines every key aspect of credit risk, including: Determinants of credit risk and pricing/spread implicationsQuantitative models for moving beyond Altman's Z score to separate "good" borrowers from "bad"Key determinants of loss given default, and potential links between recovery rates and probabilities of defaultMeasures of dependency including linear correlation, and the impact of correlation on portfolio lossesA detailed review of five of today's most popular portfolio models--CreditMetrics, CreditPortfolioView, Portfolio Risk Tracker, CreditRisk+, and Portfolio ManagerHow credit risk is reflected in the prices and yields of individual securitiesHow derivatives and securitization instruments can be used to transfer and repackage credit riskToday's credit risk measurement and management tools and techniques provide organizations with dramatically improved strength and flexibility, not only in mitigating risk but also in improving overall financial performance. Measuring and Managing Credit Risk introduces and explores each of these tools, along with the rapidly evolving global credit environment, to provide bankers and other financial decision-makers with the know-how to avoid excessive credit risk where possible--and mitigate it when necessary.