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Credit portfolio management / Charles Smithson

Tác giả : Charles Smithson

Nhà xuất bản : John Wiley

Năm xuất bản : 2003

Nơi xuất bản : Hoboken, N.J.

Mô tả vật lý : xi, 340 p. : ill. ; 24 cm

ISBN : 0471324159 (CLOTH : alk. paper)

Số phân loại : 332.1753068

Chủ đề : 1. Tiền cho vay của ngân hàng -- Quản lý. 2. Tiền cho vay của ngân hàng -- Quản lý -- Hoa Kỳ. 3. Tín dụng tiêu dùng -- Quản lý. 4. Bank loans -- Management. 5. Bank loans -- Management -- United States. 6. Consumer credit -- Management. 7. Quản lý tín dụng. 8. Tài chính ngân hàng.

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Tóm tắt :

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). Filled with expert insight and advice, this book is a must-read for all credit professionals.

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