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Credit portfolio management = a prac...

H{uml}unseler, Michael, (1967-)

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Credit portfolio management = a practitioner's guide to the active management of credit risks /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Credit portfolio management/ Michael H{uml}unseler.
Reminder of title:	a practitioner's guide to the active management of credit risks /
Author:	H{uml}unseler, Michael,
Published:	Houndmills, Basingstoke, Hampshire :New York, NY : : 2013.,
Description:	1 online resource (pages cm.)
[NT 15003449]:	The Case for Credit Portfolio Management -- Credit Risk Strategies -- What if: Credit Risk Stress Testing -- Evolution of Portfolio Management Business Models -- Accounting Complexity and Implications -- Regulatory capital managment under Basel II -- CDS: Hedging of Issuer and Counterparty Risk -- Loan Credit Derivatives, Sub-participations and Credit Indices -- Hedge Strategies for Baskets, Swaptions and Macro Hedges.
Subject:	Credit - Management. -
Online resource:	http://link.springer.com/10.1057/9780230391505
ISBN:	9780230391505 (electronic bk.)

Credit portfolio management = a practitioner's guide to the active management of credit risks /
H{uml}unseler, Michael,1967-

Credit portfolio managementa practitioner's guide to the active management of credit risks /[electronic resource] :Michael H{uml}unseler. - Houndmills, Basingstoke, Hampshire :New York, NY :2013. - 1 online resource (pages cm.)

The Case for Credit Portfolio Management -- Credit Risk Strategies -- What if: Credit Risk Stress Testing -- Evolution of Portfolio Management Business Models -- Accounting Complexity and Implications -- Regulatory capital managment under Basel II -- CDS: Hedging of Issuer and Counterparty Risk -- Loan Credit Derivatives, Sub-participations and Credit Indices -- Hedge Strategies for Baskets, Swaptions and Macro Hedges.

Credit Portfolio Management is an excellent book on the modern credit value chain of banks. With the banking industry in general overhaul and credit business at the core of it, this book provides a timely and practical guidance on how to successfully manage a credit portfolio in light of a challenging market environment and increased regulatory scrutiny. A focus is placed on the development of a risk strategy with corresponding risk limits and stress tests. This book outlines the key ingredients of fit for purpose business models for Active Credit Portfolio Management. Ever more important regulatory and accounting aspects of hedging are discussed and solutions provided for the accounting mismatch arising from hedging loans with credit derivatives. The author delves deep into the mechanics of Credit Default Swaps, using case studies such as the Greek default event to uncover built in flaws of this most frequently used product for credit risk mitigation. Other hedge instruments and strategies, including sub-participations, swaptions, baskets, tranches, and macro hedges, are explained in detail. The book concludes with a very topical discussion on bank regulatory capital optimization through credit risk transfer techniques.

ISBN: 9780230391505 (electronic bk.)

Source: 569827Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

648574
Credit
--Management.Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG3751 / .H86 2013

Dewey Class. No.: 332.7068/1

Credit portfolio management = a practitioner's guide to the active management of credit risks /
LDR:02919cmm 2200337Ka 4500 001 1894684
003 OCoLC
005 20130913034521.0
006 m o d
007 cr cnu---unuuu
008 231227s2013 nyu o 000 0 eng d
020 $a 9780230391505 (electronic bk.)
020 $a 0230391508 (electronic bk.)
029 1 $a NLGGC $b 363823662
035 $a (OCoLC)854835431
035 $a ocn854835431
035 $a 1894684
037 $a 569827 $b Palgrave Macmillan $n http://www.palgraveconnect.com
040 $a UKPGM $b eng $c UKPGM $d OCLCO $d N$T $d OCLCA $d E7B
049 $a TEFA
050 4 $a HG3751 $b .H86 2013
072 7 $a BUS $x 027000 $2 bisacsh
082 0 4 $a 332.7068/1 $2 23
100 1 $a H{uml}unseler, Michael, $d 1967- $3 2003891
245 1 0 $a Credit portfolio management $h [electronic resource] : $b a practitioner's guide to the active management of credit risks / $c Michael H{uml}unseler.
260 $a Houndmills, Basingstoke, Hampshire : $b New York, NY : $b Palgrave Macmillan, $c 2013.
300 $a 1 online resource (pages cm.)
505 0 $a The Case for Credit Portfolio Management -- Credit Risk Strategies -- What if: Credit Risk Stress Testing -- Evolution of Portfolio Management Business Models -- Accounting Complexity and Implications -- Regulatory capital managment under Basel II -- CDS: Hedging of Issuer and Counterparty Risk -- Loan Credit Derivatives, Sub-participations and Credit Indices -- Hedge Strategies for Baskets, Swaptions and Macro Hedges.
520 $a Credit Portfolio Management is an excellent book on the modern credit value chain of banks. With the banking industry in general overhaul and credit business at the core of it, this book provides a timely and practical guidance on how to successfully manage a credit portfolio in light of a challenging market environment and increased regulatory scrutiny. A focus is placed on the development of a risk strategy with corresponding risk limits and stress tests. This book outlines the key ingredients of fit for purpose business models for Active Credit Portfolio Management. Ever more important regulatory and accounting aspects of hedging are discussed and solutions provided for the accounting mismatch arising from hedging loans with credit derivatives. The author delves deep into the mechanics of Credit Default Swaps, using case studies such as the Greek default event to uncover built in flaws of this most frequently used product for credit risk mitigation. Other hedge instruments and strategies, including sub-participations, swaptions, baskets, tranches, and macro hedges, are explained in detail. The book concludes with a very topical discussion on bank regulatory capital optimization through credit risk transfer techniques.
588 $a Description based on print version record.
650 0 $a Credit $x Management. $3 648574
650 0 $a Portfolio management. $3 646616
650 7 $a BUSINESS & ECONOMICS / Finance $2 bisacsh $3 1599209
655 4 $a Electronic books. $2 lcsh $3 542853
776 0 8 $i Print version: $a H{uml}unseler, Michael, 1967- $t Credit portfolio management $z 9780230391499 $w (DLC) 2013010749 $w (OCoLC)796757180
856 4 0 $3 Palgrave Connect $u http://link.springer.com/10.1057/9780230391505
994 $a C0 $b TEF