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Risk-Adjusted Lending Conditions: An Option Pricing Approach
Werner Rosenberger
€ 130.16
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Description for Risk-Adjusted Lending Conditions: An Option Pricing Approach
Hardcover. In order for a bank to calculate whether it is likely to be profitable to make a loan to a company it is necessary to estimate the cost of making the loan. Of course, there are many risks involved and it is the successful management and calculation of those risks that will enable the bank to assess the viability of any loan. Series: Wiley Finance Series. Num Pages: 286 pages, Illustrations. BIC Classification: KFFK. Category: (P) Professional & Vocational. Dimension: 251 x 173 x 17. Weight in Grams: 526.
In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Provided loan risks can be calculated, it is possible in each case to charge a price that is appropriately adjusted for risk, thus making it possible to make high-risk loans.
In "Risk-adjusted Lending Conditions" the author presents a model, to measure and calculate loan risks, showing how it functions and how it may be applied. His approach has its origins in the ideas put forward by ... Read more
In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Provided loan risks can be calculated, it is possible in each case to charge a price that is appropriately adjusted for risk, thus making it possible to make high-risk loans.
In "Risk-adjusted Lending Conditions" the author presents a model, to measure and calculate loan risks, showing how it functions and how it may be applied. His approach has its origins in the ideas put forward by ... Read more
Product Details
Format
Hardback
Publication date
2003
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
286
Condition
New
Series
Wiley Finance Series
Number of Pages
192
Place of Publication
New York, United States
ISBN
9780470847527
SKU
V9780470847527
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Werner Rosenberger
Werner Rosenberger is Managing Director and Head of Methodology at Credit Risk Control of UBS Wealth Management & Business Banking, Zurich. He was born 1953 in Zurich, Switzerland, where he acquired a diploma in Physics at the Federal Institut of Technology (ETH Zürich). He concluded his studies with a degree in Business Administration of the University of St. Gall, ... Read more
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