Das Kreditrisiko ist das älteste aller Risiken des Finanzmarktes - umso erstaunlicher ist, daß das Kreditwesen bis vor kurzem allen Modernisierungs- und Technisierungsversuchen hartnäckig widerstand. Neueste Innovationen auf dem Gebiet des Kreditmanagements behandelt dieses Buch, das von der historischen Situation ausgeht, die Probleme der Geldinstitute in den achtziger Jahren diskutiert und hieraus einen vereinheitlichten Ansatz zur Kontrolle des Kreditrisikos ableitet.
Das Kreditrisiko ist das älteste aller Risiken des Finanzmarktes - umso erstaunlicher ist, daß das Kreditwesen bis vor kurzem allen Modernisierungs- und Technisierungsversuchen hartnäckig widerstand. Neueste Innovationen auf dem Gebiet des Kreditmanagements behandelt dieses Buch, das von der historischen Situation ausgeht, die Probleme der Geldinstitute in den achtziger Jahren diskutiert und hieraus einen vereinheitlichten Ansatz zur Kontrolle des Kreditrisikos ableitet.
JOHN B. CAOUETTE is President of the Structured Finance Division of MBIA Insurance Corporation. He was formerly Chairman and CEO of Capital Markets Assurance Corporation.
EDWARD I. ALTMAN is the Max Heine Professor of Finance at New York University Stern School of Business and Vice Director of its Salomon Center. His previous publications include Corporate Bankruptcy in America and Corporate Finance and Bankruptcy (Wiley).
PAUL NARAYANAN is a credit and financial risk consultant who has worked in risk management at Chase Manhattan Bank, BankBoston, and Meritor PSFS. He is cobuilder of the Zeta model and has designed and implemented risk models for consumer, residential, and corporate sectors.
Inhaltsangabe
From the contents: Credit Risk: The Next Great Challenge of the Financial Markets. Credit Culture. Classic Industry Players-Banks, Finance Companies, Insurance Companies, Industrial Companies. Portfolio Managers-Investment Managers Unit Trusts, Mutual Funds, Pension Funds. Structural Hubs-Derivative Dealers, Clearinghouses, and Exchanges. Rating Agencies. Classic Credit Analysis. Asset-Based Lending. Introduction to Credit Risk Models. Credit Risk Models Based on Accounting Data and Market Values. Corporate Credit Risk Models Based on Stock Price. Consumer Finance Models. Credit Models for Small Business, Real Estate, and Financial Institutions. Model Testing and Implementation of Credit Risk Models. Default Rates, Losses, and Recoveries. Credit Risk Migration. Introduction to Portfolio Approaches. Credit Pricing, Risk-Adjusted Return, and Allocation of Capital. Applications of Portfolio Approaches. Credit Derivatives. Credit Risk of Derivatives. Country Risk Models. Structured Finance. A New World Driven by Analytics and Diversifying Agents. The Rediscovery of Culture as a Primary Management Tool Appendix - Index
From the contents: Credit Risk: The Next Great Challenge of the Financial Markets. Credit Culture. Classic Industry Players-Banks, Finance Companies, Insurance Companies, Industrial Companies. Portfolio Managers-Investment Managers Unit Trusts, Mutual Funds, Pension Funds. Structural Hubs-Derivative Dealers, Clearinghouses, and Exchanges. Rating Agencies. Classic Credit Analysis. Asset-Based Lending. Introduction to Credit Risk Models. Credit Risk Models Based on Accounting Data and Market Values. Corporate Credit Risk Models Based on Stock Price. Consumer Finance Models. Credit Models for Small Business, Real Estate, and Financial Institutions. Model Testing and Implementation of Credit Risk Models. Default Rates, Losses, and Recoveries. Credit Risk Migration. Introduction to Portfolio Approaches. Credit Pricing, Risk-Adjusted Return, and Allocation of Capital. Applications of Portfolio Approaches. Credit Derivatives. Credit Risk of Derivatives. Country Risk Models. Structured Finance. A New World Driven by Analytics and Diversifying Agents. The Rediscovery of Culture as a Primary Management Tool Appendix - Index
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