Publication

2003-02-07 - John Wiley

Language

English

Word Count

88,000 words, Guess

Page Count

352 pages

Identifiers

and 4 more

Classifications

  • LCCHG1641 .S583 2003
  • LCCHG1641.S583 2003

Description

A cutting-edge text on credit portfolio management Credit risk. A number of market factors are causing revolutionary changes in the way it is measured and managed at financial institutions. Charles Smithson, author of the bestselling Managing Financial Risk, introduces a portfolio management approach to credit in his latest book. Understanding how to manage the inherent risks of this market has become increasingly important over the years. Credit Portfolio Management provides readers with a complete understanding of the alternative approaches to credit risk measurement and portfolio management. This definitive guide discusses the pricing and managing of credit risks associated with a variety of off-balance-sheet products such as credit default swaps, total return swaps, first-to-default baskets, and credit spread options; as well as on-balance-sheet customized structured products such as credit-linked notes, repackage notes, and synthetic collateralized debt obligation...

First Sentence

The credit function is undergoing critical review at all financial institutions, and many institutions are in the process of changing the way in which the portfolio of credit assets is managed.

Description

"In Credit Portfolio Management, Charles Smithson clearly defines the most pressing concerns and provides solid guidance to overcome even the most daunting credit portfolio challenges. Divided into three sections - (I) the credit portfolio management process, (II) tools to manage a portfolio of credit assets, and (III) capital attribution and allocation - this comprehensive guide covers a wide range of issues that credit professionals, from relationship managers and credit analysts to portfolio managers and derivative dealers, must understand."--BOOK JACKET.

Subjects

Other Editions

  • Credit Portfolio ManagementJohn Wiley2003-02-07

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!