Advanced Credit Risk: Analysis And Management

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Advanced Credit Risk: Analysis And Management

  • Publish Date: 2013-06-03
  • Binding: Paperback
  • Author: Ciby Joseph

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Advanced credit risk analysis and management help the reader to understand the various nuances of credit risk. It discusses various techniques to measure, analyze and manage credit risk for both lenders and borrowers. The book begins by defining what credit is and its advantages and disadvantages, the causes of credit risk, a brief historical overview of credit risk analysis and the strategic importance of credit risk in institutions that rely on claims or debtors. The book then details various techniques to study the entity level credit risks, including portfolio level credit risks. Introduction firm (or) obligor credit risk credit risks-project and working capital credit portfolio risks portfolio risk mitigants credit risk pricing the last line of defense - security credit crisis table of contents: introduction credit basics essentials of credit risk analysis credit risk management firm (or) obligor credit risk fundamental firm/obligor-level risks external risks industry risks entity-level risks financial risks integrated view of firm-level risks credit rating and probability of default credit risks-project and working capital credit risks in project finance credit risks in working capital credit portfolio risks credit portfolio fundamentals major portfolio risks firm risks to portfolio risks and capital adequacy credit risk and the basel accords portfolio risk mitigants credit risk diversification trading of credit assets credit derivatives credit risk pricing pricing basics pricing methods the last line of defense-security security basics collaterals and covenants credit crisis road to credit crisis 2008 credit crisis bibliography index

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