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Global Asset Allocation: New Methods and Applications (Wiley Finance)
Heinz Zimmermann , Wolfgang Drobetz , and Peter Oertmann Manufacturer: Wiley ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0471264261 |
Book Description
Customer Reviews:
A must read!.......2007-06-28
A practical approach to global diversification.......2002-12-05
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The Standard & Poor's Guide to Measuring and Managing Credit Risk
Arnaud de Servigny , and Olivier Renault Manufacturer: McGraw-Hill ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0071417559 |
Book Description
Today's most complete, up-to-date reference for controlling credit risk exposure of all types, in every environment
Measuring 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:
Today’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.
Customer Reviews:
Must have for risk management.......2007-06-29
Most Appropriate for Basel II.......2005-09-08
a complete, robust and comprehensive valuable resource!.......2004-06-16
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Risk Management
Michel Crouhy , Robert Mark , and Dan Galai Manufacturer: McGraw-Hill ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0071357319 |
Book Description
Last year's headline-grabbing stories of the notorious bailout of Long-Term Capital Management and the 1.4 billion credit loss for BankAmerica opened the eyes of the investment world. These turbulent times have meant increased awareness of risk management and have lead to late breaking developments in new research, techniques, and theories in the field. Given the high stakes in today's business world with financial dealings in the billions (e.g., derivatives), it's easy to see why risk management has become the key buzzword on Wall Street. While Jorion focuses strictly on market risk, today's financial professionals are also evaluating credit risk and operational risk. Managing Risk provides a comprehensive description and analysis of modern risk management, including the regulatory aspects, organizational issues, potential problem areas, and tools to control and manage the many different kinds of risks: market risk, credit risk, and operational risk. It also discusses: structuring and managing the risk management function in a firm; practical measurement issues in the field; risk management in both financial and non-financial institutions.Download Description
Risk Management introduces and explores the latest financial and hedging techniques in use around the world, and provides the foundation for creating an integrated, consistent, and effective risk management strategy.Customer Reviews:
Comprehensive and excellent.......2003-01-11
It's drawn from the wealth of experience of the authors, who are well known in both the academic world and on Wall St.
I guess what I like most about the book is the inside look it provides at the various aspects of financial risks -- no other book does it better, and I found the discussion enthralling.
While mainly geared toward banks, the book also includes a fascinating chapter on risk management in regular corporations. I think the book would serve equally well as a textbook for a risk management course or a handbook for the risk management practitioner.
Important stuff but hard slogging.......2002-07-16
VAR is the ususal starting point, and its famous authors (one of whom I hired for his skill in these matters) cover most of the bases in an interesting way.
Good book on risk management, February 4, 2002.......2002-02-05
Don't miss it.......2001-08-24
The best risk management book.......2001-06-14
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Measuring and Controlling Interest Rate and Credit Risk
Frank J. Fabozzi , Steven V. Mann , and Moorad Choudhry Manufacturer: Wiley ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0471268062 |
Book Description
Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage-backed securities derivative portfolio. This book includes information on measuring yield curve risk, swaps and exchange-traded options, TC options and related products, and describes how to measure and control the interest rate of risk of a bond portfolio or trading position.Measuring and Controlling Interest Rate and Credit Risk is a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position, defining key points in the process of risk management as related to financial situations. The authors construct a verbal flow chart, defining and illustrating interest rate risk and credit risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses. Hedging instruments discussed include futures contracts, interest rate swaps, exchange traded options, OTC options, and credit derivatives. The text includes calculated examples and readers will learn how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position. They will discover value at risk approaches, valuation, probability distributions, yield volatility, futures, interest rate swaps, exchange traded funds; and find in-depth, up-to-date information on measuring interest rate with derivatives, quantifying the results of positions, and hedging.
Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale Universitys School of Management.
Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finance services in London.
Moorad Choudhry (Surrey, England) is a senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London, and is Editor of the Journal of Bond Trading and Management. He has authored a number of books on fixed income analysis and the capital markets. Moorad began his City career with ABN Amro Hoare Govett Sterling Bonds Limited, where he worked as a gilt-edged market maker, and Hambros Bank Limited where he was a sterling proprietary trader. He is currently a vice-president in Structured Finance Services with JPMorgan Chase Bank in London.
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Credit Risk Management: Measuring Credit Risk (Risk Management/Credit Risk Management)
Chartered Institute of Bankers Manufacturer: Chartered Institute of Bankers ProductGroup: Book Binding: Paperback ASIN: 0852974515 |
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Inside the Minds: The Business of Lending: Leading CEOs on Understanding the Market, Measuring Customer Risk, and Selling the Product (Inside the Minds)
Aspatore Books Staff Manufacturer: Aspatore Books ProductGroup: Book Binding: Paperback ASIN: 1596222034 |
Product Description
The Business of Lending is an authoritative, insiders perspective on the complex issues surrounding the lending industry today, including the specialty fields of agricultural and student lending. Featuring CEOs and Presidents representing some of the nations top lending institutions, this book provides a broad, yet comprehensive overview of the major players in the industry, including their roles and types of products offered. From understanding the importance of hiring and customer service to using technology as a tool to increase profits, these authors explain the lending industry from start to finish with information useful to both consumers and those working in the industry. The different niches presented and the breadth of perspectives represented by these outstanding authors enable readers to get inside some of the great minds of today, as experts offer up their strategies for success in an increasingly regulated industry. For understanding this dynamic and ever-evolving industry, The Business of Lending is truly an indispensable resource. Chapters Include: 1. William J. Lipinski, Chief Executive Officer, First Pioneer Farm Credit, "The Past, Present, and Future of Agricultural Lending" 2. Robert D. Glendon, President, Priority Leasing, "Learning to Grow and Adapt for the Right Reasons" 3. Andrew Murstein, President, Medallion Financial Corp., "In Niches, There are Riches" 4. Douglas H. Dolton, President and Chief Executive Officer, Chela Education Financing, "A View from the Student Lending Industry" 5. Timothy J. Connolly, Chief Executive Officer, Emerge Capital Corp./Corporate Strategies Inc., "Accurately Assessing A Company's Potential" 6. John M. Robbins, Chief Executive Officer, American Mortgage Network, "Building the Foundation for the American Dream of Homeownership" 7. Miles M. Stuchin, Chief Executive Officer, Access Capital Inc., "Minds Over Money."
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Measuring Credit Risk (Glenlake Risk Management)
A. Graham Manufacturer: Routledge ProductGroup: Book Binding: Hardcover Similar Items: ASIN: 1579581048 |
Book Description
The Glenlake Series in Risk Management strives for simplicity, clarity, and ease of application on the complex subject of risk management. As every business academic and professional knows, risk management--whether for new products/services, transaction, interest rate, currency, cashflow, credit, or market risk--is now regarded as the most important business tool. This series involves time-tested training tools--whether for classroom application or individual study. Each title in the series makes extensive use of case studies, adapted specifically for a sophisticated international audience.The topics covered in this title covers include: defining and measuring credit risk parameters; credit risk modeling techniques; integrating credit risk strategies to enhance overall financial goals; case studies.
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Measuring financial integration via idiosyncratic risk: what effects are we really picking up?: An article from: Journal of Money, Credit & Banking
David C. Parsley , and Christian Schlag Manufacturer: Thomson Gale ProductGroup: Book Binding: Digital ASIN: B000UMZKMQ Release Date: 2007-08-01 |
Book Description
This digital document is an article from Journal of Money, Credit & Banking, published by Thomson Gale on August 1, 2007. The length of the article is 2998 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
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Measuring provisions for collateralised retail lending [An article from: Journal of Economics and Business]
C.H. Hui , C.F. Lo , T.C. Wong , and P.K. Man Manufacturer: Elsevier ProductGroup: Book Binding: Digital ASIN: B000P6NZN8 |
Book Description
This digital document is a journal article from Journal of Economics and Business, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
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The new risk revolution: a much broader approach to measuring mortgage risk holds great promise for lenders. Risk-behavior scoring can help assess the ... An article from: Mortgage Banking
Mark Fleming Manufacturer: Thomson Gale ProductGroup: Book Binding: Digital ASIN: B000PAADDE Release Date: 2007-04-09 |
Book Description
This digital document is an article from Mortgage Banking, published by Thomson Gale on March 1, 2007. The length of the article is 3807 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
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Frameworks for measuring and managing the credit risk of credit asset portfolios: Fundamentals, new structures, credit derivatives, and insurance : March 16-18, 1998, New York City
Edward I Altman Manufacturer: New York University, Leonard N. Stern School of Business ProductGroup: Book Binding: Unknown Binding ASIN: B0006RH4NS |
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