Christian Langkamp

Corporate Credit Risk Management

• Broschiertes Buch

Produktbeschreibung

The financial crisis has shown that a significant proportion of the assets held by large corporations are exposed to credit risk that must be managed. This doctoral thesis sets out to analyse the contextual and organisational framework within which these activities are set and the practices employed by professionals in the field. This analysis draws on a set of interview-based data from large corporations in Europe and Brazil, predominantly from the chemical, energy, trading, and general manufacturing industries. Due to their diverse natures, the subjects of customer and financial institution counterparty credit risk are treated separately, addressing for each the organisation of the function, data acquisition process, and IT setup recommendable in order to effectively drive risk management, including a review for the practitioner to analyse his or her processes. A final chapter with analyses regarding trade credit insurance, sovereign risk, and quantitative special items rounds off the text making it into a comprehensive treatise on credit risk management in an industrial corporation.

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Produktdetails

• Verlag: Eul, Josef, Verlag GmbH / Josef Eul Verlag GmbH
• Seitenzahl: 324
• Erscheinungstermin: 24. Februar 2014
• Englisch
• Abmessung: 210mm x 148mm x 21mm
• Gewicht: 471g
• ISBN-13: 9783844103090
• ISBN-10: 3844103090
• Artikelnr.: 40462606

Autorenporträt

Christian Langkamp is currently active as Financial Manager Asia Pacific for the Precious & Base Metal Services Business Unit of BASF Group. Before that he has held positions in BASF Group Treasury. He started in Group and Subsidiary Financing working on interest rate and FX risks including a project assignment with BASF S.A. in Sao Paulo. After the financial crisis he joined the credit risk team for the project to design and implement an early warning system for counterparty credit risk management. He has been awarded a Master¿s degree in Mathematics from Lincoln College, Oxford University (UK) and an MBA from RWTH Aachen.

Inhaltsangabe

1 Introduction 2 Methodology 2.1 Interview description 2.2 Case-study
research methodology 2.3 Review of the methodology applied in this thesis
2.4 Extension of scope of the research project 2.5 Conclusion 3 Customer
credit risk 3.1 Introduction 3.2 Organisation of customer credit management
3.3 General organizational issues 3.4 IT foundation for credit management
and credit information data model (CIDM) 3.5 Exposure aggregation 3.6
Collecting and utilizing external credit data 3.7 The credit assessment
process 3.8 Portfolio reporting and risk measurement 3.9 Risk communication
3.10 Credit profitability and risk management 3.11 IT environment 3.12
Improving the credit risk process 3.13 Outlook 4 Counterparty credit risk
4.1 Introduction and motivation of research 4.2 Organization of CCR 4.3 IT
foundation for CCR and the CCR data model 4.4 Exposure aggregation 4.5 The
credit assessment process 4.6 Portfolio reporting and risk measurement 4.7
Risk management 4.8 Evaluation of a specific CCR concept 4.9 Outlook 5
Extended studies 5.1 Credit insurance 5.2 Risk Management in times of
financial crisis 5.3 Country risk management 5.4 Limit assignment rules -
choosing the right one 5.5 Analyzing a potential credit risk portfolio 5.6
Integrating counterparty credit risk and customer credit risk 5.7
Comparison of practices between Europe and Brazil 5.8 Conclusion of chapter
on extended studies 6 Conclusion