Document Search
Add To My Bookshelf Sign in or Register Save And Annotate

book sign in to follow this
credit risk sign in to follow this
portfolio sign in to follow this
limits sign in to follow this
hedging sign in to follow this

Books sign in to follow this
--Risk Management sign in to follow this
Discuss This Paper
Sign in to follow this page
Recent Comments
Credit Portfolio Management: A Practitioner's Guide to the Active Management of Credit Risks
Year Of Publication: 2013
Month Of Publication: August
Resource Link: Click here to open
Pages: 288
Download Count: 0
View Count: 21028
Comment Num: 0
Language: English
Source: book
Who Can Read: Free
Date: 8-7-2013
Publisher: Administrator
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.
Hünseler, MIchael Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?

Repeat Email:
User Name:
Confirm Password:

Sign Up

Welcome to GloriaMundi!
Thanks for singning up

continue or edit your profile