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Management von Portfolio-Kreditrisiken in Banken: Eine indische Perspektive von Arindam Bandyo-
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eBay-Artikelnr.:365764222850
Artikelmerkmale
- Artikelzustand
- ISBN-13
- 9781107146471
- Book Title
- Managing Portfolio Credit Risk in Banks
- ISBN
- 9781107146471
Über dieses Produkt
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
110714647X
ISBN-13
9781107146471
eBay Product ID (ePID)
15038451490
Product Key Features
Number of Pages
374 Pages
Language
English
Publication Name
Managing Portfolio Credit Risk in Banks : an Indian Perspective
Publication Year
2016
Subject
Investments & Securities / Portfolio Management, Finance / General
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
0.9 in
Item Weight
22 Oz
Item Length
9.3 in
Item Width
6.3 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
2016-009597
Dewey Edition
23
Illustrated
Yes
Dewey Decimal
332.10681
Table Of Content
Tables; figures; charts; Preface; Acknowledgements; Abbreviations; 1. Introduction to credit risk; 2. Credit rating models; 3. Approaches for measuring Probability of Default (PD); 4. Exposure at Default (EAD) and Loss Given Default (LGD); 5. Validation and stress testing of credit risk models; 6. Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation; 7. Economic capital and RAROC; 8. Basel II IRB approach of measuring credit risk regulatory capital; Index.
Synopsis
Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk faced by most banks and financial institutions. Potential losses due to high credit risk can threaten a bank's solvency. After the global financial crisis of 2008, the importance of adopting prudent risk management practices has increased manifold. This book attempts to demystify various standard mathematical and statistical techniques that can be applied to measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices derived from the best practices adopted globally, with case studies and data from Indian banks., This book is an attempt to demystify various standard mathematical and statistical techniques that can be applied to measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices.
LC Classification Number
HG3751.B364 2016
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