Risk-Adjusted Lending Conditions: An Option Pricing Approach (The Wiley Finance Series)

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9780470847527: Risk-Adjusted Lending Conditions: An Option Pricing Approach (The Wiley Finance Series)
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In order to operate their lending business profitably, banks mustknow all the costs involved in granting loans. In particular, allthe expenses they incur in covering losses must be included.Provided loan risks can be calculated, it is possible in each caseto charge a price that is appropriately adjusted for risk, thusmaking it possible to make high-risk loans.

In "Risk-adjusted Lending Conditions" the author presents a model,to measure and calculate loan risks, showing how it functions andhow it may be applied. His approach has its origins in the ideasput forward by Black/Scholes in 1973, and thus owes much to optionprice theory. From this the author has succeeded in developing asolution such that, whatever a company's debt position and howeverits balance sheet may be structured, any situation can beindividually assessed. Building on this, he demonstrates howcombinations of loans with the lowest possible interest costs canbe tailor-made for any company. The book contains numerousexamples, making it easy for practising bankers to see how themodel may be applied

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About the Author:

Werner Rosenberger is Managing Director and Head of Methodology atCredit Risk Control of UBS Wealth Management & BusinessBanking, Zurich.
He was born 1953 in Zurich, Switzerland, where he acquired adiploma in Physics at the Federal Institut of Technology (ETHZürich). He concluded his studies with a degree in BusinessAdministration of the University of St. Gall, Switzerland. Severalyears later he completed a doctorate at the University ofZurich.
After his studies he worked first as a marketing manager at Philips(Schweiz) AG, Zurich, for IT-products. After a back packer triparound the world he started a banking career at UBS and CreditSuisse where he worked mainly as company clients relationshipmanager and as a branch manager before he joined credit riskcontrol.

Language Notes:

Text: English (translation)
Original Language: German

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Book Description John Wiley and Sons Ltd, United Kingdom, 2003. Hardback. Condition: New. 1. Auflage. Language: English. Brand new Book. In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Provided loan risks can be calculated, it is possible in each case to charge a price that is appropriately adjusted for risk, thus making it possible to make high-risk loans. In "Risk-adjusted Lending Conditions" the author presents a model, to measure and calculate loan risks, showing how it functions and how it may be applied. His approach has its origins in the ideas put forward by Black/Scholes in 1973, and thus owes much to option price theory. From this the author has succeeded in developing a solution such that, whatever a company's debt position and however its balance sheet may be structured, any situation can be individually assessed. Building on this, he demonstrates how combinations of loans with the lowest possible interest costs can be tailor-made for any company. The book contains numerous examples, making it easy for practising bankers to see how the model may be applied. Seller Inventory # AAH9780470847527

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Book Description John Wiley and Sons Ltd, United Kingdom, 2003. Hardback. Condition: New. 1. Auflage. Language: English. Brand new Book. In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Provided loan risks can be calculated, it is possible in each case to charge a price that is appropriately adjusted for risk, thus making it possible to make high-risk loans. In "Risk-adjusted Lending Conditions" the author presents a model, to measure and calculate loan risks, showing how it functions and how it may be applied. His approach has its origins in the ideas put forward by Black/Scholes in 1973, and thus owes much to option price theory. From this the author has succeeded in developing a solution such that, whatever a company's debt position and however its balance sheet may be structured, any situation can be individually assessed. Building on this, he demonstrates how combinations of loans with the lowest possible interest costs can be tailor-made for any company. The book contains numerous examples, making it easy for practising bankers to see how the model may be applied. Seller Inventory # AAH9780470847527

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