Modern credit risk management : (Record no. 23493)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02769cam a22001937i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781137524065 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.7 |
| Item number | KOU |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Author name | Koulafetis, Panayiota, |
| 245 10 - TITLE STATEMENT | |
| Title | Modern credit risk management : |
| Sub Title | theory and practice / |
| Statement of responsibility, etc | Panayiota Koulafetis. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | London : |
| Name of publisher | Palgrave Macmillan, |
| Year of publication | 2017. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xvii, 234 pages : |
| Other physical details | illustrations ; |
| Dimensions | 24 cm |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 1: Introduction<br/><br/>Chapter 2: Quantitative Credit Risk Analysis and Management<br/><br/>Chapter 3: Credit Ratings: Credit Rating Agencies, Rating Process and Surveillance<br/><br/>Chapter 4: Credit Risk Assessment of Sovereigns, Banks and Corporates<br/><br/>Chapter 5: Credit Risk Assessment of Structured Finance Securities<br/><br/>Chapter 6: Qualitative Credit Risk Analysis and Management<br/><br/>Chapter 7: Credit Risk Transfer and Mitigation<br/><br/>Chapter 8: Regulation |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This book is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how this can be achieved with prudent origination, credit risk policies, approval process, setting of meaningful limits and underwriting criteria.<br/><br/>The book discusses the various quantitative techniques used to assess and manage credit risk, including methods to estimate default probabilities, credit value at risk approaches and credit exposure analysis. Basel I, II and III are covered, as are the true meaning of credit ratings, how these are assigned, their limitations, the drivers of downgrades and upgrades, and how credit ratings should be used in practise is explained.<br/><br/>Modern Credit Risk Management not only discusses credit risk from a quantitative angle but further explains how important the qualitative and legal assessment is. Credit risk transfer and mitigation techniques and tools are explained, as are netting, ISDA master agreements, centralised counterparty clearing, margin collateral, overcollateralization, covenants and events of default. Credit derivatives are also explained, as are Total Return Swaps (TRS), Credit Linked Notes (CLN) and Credit Default Swaps (CDS). Furthermore, the author discusses what we have learned from the financial crisis of 2007 and sovereign crisis of 2010 and how credit risk management has evolved. Finally the book examines the new regulatory environment, looking beyond Basel to the European Union (EU) Capital Requirements Regulation and Directive (CRR-CRD) IV, the Dodd–Frank Wall Street Reform and Consumer Protection Act. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Credit. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Financial risk. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Use restrictions | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Bill Date | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Restricted Access | Reference | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 10/03/2024 | Feel Boks Pvt Ltd. | 8244.88 | 24-09-2024 | 332.7 KOU | 48992 | 10/03/2024 | Books |
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