Modern Credit Risk Management: Theory and Practice
Panayiota Koulafetis
€ 110.28
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Description for Modern Credit Risk Management: Theory and Practice
Hardback. Num Pages: 234 pages, 28 black & white illustrations, biography. BIC Classification: GPQD; KFFL; KJMV1. Category: (G) General (US: Trade). Dimension: 167 x 243 x 22. Weight in Grams: 566.
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. 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 ... Read more
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. 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 ... Read more
Product Details
Publisher
Palgrave Macmillan
Format
Hardback
Publication date
2017
Condition
New
Weight
566g
Number of Pages
234
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137524065
SKU
V9781137524065
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-20
About Panayiota Koulafetis
Dr. Panayiota Koulafetis has held a number of positions in the Investment Banking, Asset Management, Rating Agency and Energy Trading Sectors. At Moody's Investors Service Ltd she led rating analysis and provided surveillance on a wide range of Structured Finance transactions across different jurisdictions: Commercial Mortgage Backed Securities (CMBS), Asset Backed Securities (ABS), Residential Mortgage Backed Securities (RMBS), Whole Business ... Read more
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