Verwandte Artikel zu A Critical Study of Credit Risk Management of Investment...

A Critical Study of Credit Risk Management of Investment Banks - Softcover

Rana, Rajeev; Bourai, V. A.

 
9786139902576: A Critical Study of Credit Risk Management of Investment Banks

Inhaltsangabe

Easy to Learn the anatomy of Investment Banks and It's Structure over the globe, Banking holding pattern on the basis of regulatory act of the countries over the world and reorganization. As they have been called with different name in different counterpart e.g. investment banks, universal banks, and global banks. This book also focus these banks exposure on credit default swaps (CDS). The most popular risk methodology have been applied to analyses credit and market risk on the basis of daily time series data Filtered Historical Simulation, GARCH, E-GACH, T-GARCH, and models back-testing. The daily time series data have been used to predict daily shortfall of capital of three investment banks particularly JP Morgan Chase & Co. Bank of America, and Merrily Lynch. as ML has been collapsed during Sub-prime crises, The methodology has been applied in this book to early prediction of default rate of these banks. It is Easy to Learn and Understand. The Idea hit me during the Sub-prime Crisis Spread across the globe and most of the investment banks failed and some of bailout by the government.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

Professor (Dr.) Rajeev Rana, PhD in Economics from HNB (Gharwhal) Central University, associated as an Assistant Professor in Dept. of Economics, APB Govt. P.G College, Rudraparyag, India. His Teaching & Research Interest in International Trade & Finance, Banking, Macroeconomics, and Econometrics. he has been training to Govt. Officer in India.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.