Frontiers in Credit Risk: Concepts and Techniques for Applied Credit Risk Measurement: Concepts and Techniques for Apllied Credit Risk Measurement - Hardcover

Hardcover

ISBN 10: 0471479063 ISBN 13: 9780471479062

Verlag: John Wiley & Sons, 2003

Inhaltsangabe

Um die Größe eines Finanzrisikos richtig einschätzen zu können, ist es für Finanzunternehmen unerlässlich, eine korrekte Kreditrisikoanalyse durchzuführen. Dieses Buch erläutert, wie wichtig Messverfahren zur Kreditrisikoermittlung für eine umfassende Kreditrisikobewertung sind. "The Certainty of Credit Risk" vermittelt einen ganz neuen Ansatz zum Kreditrisikomanagement, indem es die analytische und praktische Seite miteinander verbindet. Diskutiert werden aktuelle Verfahren des Kreditrisikomanagements und ihre jeweiligen Schwachstellen. Der Stoff wird anhand von Fallstudien über einige der größten Finanzinstitute anschaulich belegt. Mit Beiträgen von führenden internationalen Fachleuten aus Praxis und Lehre. Die Begleit-CD enthält eine Demoversion des von Simplex Credit Advisory Ltd. entwickelten Modells und Systems zur Kreditrisikomessung.

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Über die Autorin bzw. den Autor

Gordian Gaeta is a director and founder of a range of consulting and advisory firms as well as private equity investment companies in services and light industries redominantly in Europe and Asia. He specializes in developing and implementing analytical solutions for complex strategic issues in financial services and other industries undergoing significant change or being exposed to intricate risk issues.
 
Justin Hingorani works with Maple Securities (UK) Ltd. in London developing both bespoke structured credit products for clients and Maple's internal credit research practice. Maple is a global financial services company with headquarters in Toronto and offices in London, Jersey City, Frankfurt, Milan and Amsterdam (maplesecurities.com). Mr. Hingorani was formerly a director of Simplex Credit Advisory in Hong Kong, providing credit risk management technologies and solutions.
 
Shamez Alibhai works with Barclays Group PLC in London in the Retail Portfolio Management Unit. Mr. Alibhai is responsible for developing credit risk measurement approaches and risk transfer strategies for the groups' retail portfolio. Prior to joining Barclays, he was a director of Simplex Credit Advisory in Hong Kong, providing credit risk management technologies and solutions.

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"This book provides in-depth analysis and strategic insight into the myriad credit issues facing Chief Risk Officers, Chief Credit Officers and Credit Risk staff at almost all financial institutions today. It offers valuable advice whether you are seeking to structure a CDO, calculate your potential credit exposure in your derivatives portfolio, or seeking to build or validate an internal credit model. Written by leading authors from academia as well as practitioners and backed by timely and relevant examples, the book collectively provides a very impressive source of knowledge for risk practitioners." -- David P. Belmont, Director Group Risk Control, Nexgen Financial Solutions
 
"Up until now it has been difficult for anyone not involved in credit risk measurement on a day-to-day basis to gain a comprehensive and thorough understanding of the subject. This book helps to fill this gap by providing a understanding of the subject. This book helps to fill this gap by providing a detailed review of the techniques, issues and developments in this area - all presented in an accessible and authoritative manner." -- John Martin, Managing Director,Zurich Risk & Value Advisory Limited
 
"Gordian Gaeta and his colleagues have assembled an impressive rainbow of perspective on credit risk and how it should be analyzed. There is something for everyone in this collection, and everyone who reads it will come away with some provocative ideas on how to do credit analysis in a more sophisticated way." -- Donald R. van Deventer, President and Chief Executive Officer, Kamakura Corporation
 
"This is an excellent collection that brings together the finest work from academia, consultants, fund managers and banks on new topics in credit risk measurement. It deserves to be on the shelf of all credit professionals and anyone else interested in the cutting-edge of credit risk measurement." -- Drake Pike, Deputy Head of Credit (Asia), Lehman Brothers

Details zur Ausgabe

• Verlag: John Wiley & Sons
• Erscheinungsdatum: 2003
• Sprache: Englisch
• ISBN 10: 0471479063
• ISBN 13: 9780471479062
• Einband: Gebundene Ausgabe
• Auflage: 1
• Anzahl der Seiten: 516
• Herausgeber: Gaeta Gordian, Alibhai Shamez, Hingorani Justin
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar