Active Credit Portfolio Management in Practice
eBook - ePub

Active Credit Portfolio Management in Practice

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Active Credit Portfolio Management in Practice

Book details
Table of contents
Citations

About This Book

State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis

Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management. The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and researchers need for actually applying these types of risk management tools in large organizations but which at the same time, avoids technical proofs in favor of real applications. Throughout this book, readers will be introduced to the theoretical foundations of this discipline, and learn about structural, reduced-form, and econometric models successfully used in the market today. The book is full of hands-on examples and anecdotes. Theory is illustrated with practical application. The authors' Website provides additional software tools in the form of Excel spreadsheets, Matlab code and S-Plus code. Each section of the book concludes with review questions designed to spark further discussion and reflection on the concepts presented.

Frequently asked questions

Simply head over to the account section in settings and click on “Cancel Subscription” - it’s as simple as that. After you cancel, your membership will stay active for the remainder of the time you’ve paid for. Learn more here.
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
Both plans give you full access to the library and all of Perlego’s features. The only differences are the price and subscription period: With the annual plan you’ll save around 30% compared to 12 months on the monthly plan.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes, you can access Active Credit Portfolio Management in Practice by Jeffrey R. Bohn, Roger M. Stein in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2009
ISBN
9780470455128
Edition
1
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Title Page
  2. Copyright Page
  3. Dedication
  4. Foreword
  5. Preface
  6. Acknowledgements
  7. CHAPTER 1 - The Framework: Definitions and Concepts
  8. CHAPTER 2 - ACPM in Practice
  9. CHAPTER 3 - Structural Models
  10. CHAPTER 4 - Econometric Models
  11. CHAPTER 5 - Loss Given Default
  12. CHAPTER 6 - Reduced-Form Models
  13. CHAPTER 7 - PD Model Validation
  14. CHAPTER 8 - Portfolio Models
  15. CHAPTER 9 - Building a Better Bank A Case Study
  16. References
  17. About the Authors
  18. Index