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CREDIT PORTFOLIO MANAGEMENT

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A cutting-edge text on credit portfolio management Credit risk. A number of market factors are causing revolutionary changes in the way it is measured and managed at financial institutions. Charles Smithson, author of the bestselling Managing Financial Risk, introduces a portfolio management approach to credit in his latest book. Understanding how to manage the inherent risks of this market has become increasingly important over the years. Credit Portfolio Management provides readers with a complete understanding of the alternative approaches to credit risk measurement and portfolio management. This definitive guide discusses the pricing and managing of credit risks associated with a variety of off-balance-sheet products such as credit default swaps, total return swaps, first-to-default baskets, and credit spread options; as well as on-balance-sheet customized structured products such as credit-linked notes, repackage notes, and synthetic collateralized debt obligations (CDOs)

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Availability

10006825

332.1753 SMI c

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Charles Smithson

Call Number

332.1753 SMI c

Publisher

New Jersey : John Wiley & Sons., 2003

Collation

xi, 340 p. : ill. ; 24 cm.

Language

English

ISBN/ISSN

0-471-32415-9

Classification

332.1753

Content Type

-

Edition

-

Subject(s)

Management
Buku Umum
United States
Portfolio Management
Bank Loans
Consumer Credit

Specific Detail Info

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Other version/related

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