Synopsis
There is a better way to expand your knowledge, minimize the risk to your institution, and keep abreast of changes. Credit Risk Management gives you critical information, tools, and techniques you need to ensure stable credit portfolios - essential guidance on risk measurement, loan pricing and structuring, and portfolio diversification. So you get clear, practical decision support informed by his tested risk management expertise, including nontechnical, objective descriptions of the models banks are using to manage credit risk. This book covers:
The Importance of Credit Risk Management
Expected Loss
Measuring Default Risk
Structuring Credit Agreements: Covenants and Collateral
Designing and Implementing a Rating System
Capital
Designing and Implementing a RAROC Approach
Loan Pricing
Using Credit Default Models
Portfolio Management of Credit Risk
Retail (Consumer) and Small Business Credit Risk
Loan Workouts
Information Systems for Credit Risk Management
Credit Derivatives
Structured Credit Notes
Institutional and Leveraged Loans
Organizational and Human Resources Issues
Credit Risk Management and the New Basel Accord Proposals
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About the Author
Brian Ranson is an Executive Managing Director for BMO Monegy, a Bank of Montreal Group operation that manages credit risk portfolios for investors around the world. He has a global reputation as a pioneer in the introduction of modern portfolio theory to the management of credit risk in banking.
Brian was the founder of the International Portfolio Management Group, which now represents many of the largest banks in the world. He has lectured on credit risk management in North America, Europe, the Far East, the Middle East, and Australia. Brian is the author of many articles on credit risk management, a former columnist on credit risk matters in Global Investor Magazine, and the author of the portfolio management chapter in Sheshunoff’s Risk Management for Banks: A Guide to Regulatory Compliance.
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Credit Risk Management
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Unknown. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G1558273662I3N00