滿額折
Managing Credit Risk, Second Edition: The Great Challenge For Global Financial Markets
商品資訊
定價
：NT$ 4275 元優惠價
：90 折 3848 元
若需訂購本書，請電洽客服 02-25006600[分機130、131]。
相關商品
商品簡介
作者簡介
目次
商品簡介
Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of the most effective credit risk management tools, techniques, and vehicles currently available. If you need to keep up with the constant changes in the world of credit risk management, this book will show you how.
作者簡介
John B. Caouette is the former vice chairman of MBIA Insurance Corporation and is currently Chairman of Channel Capital Group, a European-based credit derivative products company.
Edward I. Altman, PhD, MBA, is the Max L. Heine Professor of Finance at the Stern School of Business, New York University. Previously, he chaired the Stern School's MBA Program for twelve years. He has been acclaimed as the world's leading academic on credit risk and distressed and high-yield debt for most of his forty-year career.
Paul Narayanan is Director of Credit Portfolio Analytics at American International Group, Inc. He has been involved with credit risk management for more than two decades and in the development and deployment of analytical solutions for credit issues.
Robert W. J. Nimmo is the former group risk director of Barclays PLC, where he was responsible for all the risk management activities of the group covering credit, market, operational risk, and compliance. He was also the chief risk officer for Wachovia Corporation (2000–2001) and for Westpac Banking Corporation (1993–2000).
Edward I. Altman, PhD, MBA, is the Max L. Heine Professor of Finance at the Stern School of Business, New York University. Previously, he chaired the Stern School's MBA Program for twelve years. He has been acclaimed as the world's leading academic on credit risk and distressed and high-yield debt for most of his forty-year career.
Paul Narayanan is Director of Credit Portfolio Analytics at American International Group, Inc. He has been involved with credit risk management for more than two decades and in the development and deployment of analytical solutions for credit issues.
Robert W. J. Nimmo is the former group risk director of Barclays PLC, where he was responsible for all the risk management activities of the group covering credit, market, operational risk, and compliance. He was also the chief risk officer for Wachovia Corporation (2000–2001) and for Westpac Banking Corporation (1993–2000).
目次
About the Authors.
Introduction.
Chapter 1. Credit Risk: The Great Challenge For The Global Economy.
Chapter 2. Credit Culture.
Chapter 3. Classic Industry Players: Banks, Savings Institutions, Insurance: Companies, Finance Companies, and Special Purpose Entities.
Chapter 4. The Portfolio Managers: Investment Managers, Mutual Funds, Pension Funds, and Hedge Funds.
Chapter 5. Structural Hubs Clearinghouses, Derivative Product Companies, and Exchanges.
Chapter 6. The Rating Agencies.
Chapter 7. Classic Credit Analysis.
Chapter 8. Asset-Based Lending and Lease Finance.
Chapter 9. Introduction to Credit Risk Models.
Chapter 10. Credit Risk Models Based upon Accounting Data and Market Values.
Chapter 11. Corporate Credit Risk Models Based on Stock Price.
Chapter 12. Consumer Finance Models.
Chapter 13. Credit Models for Small Business, Real Estate, and Financial Institutions.
Chapter 14. Testing and Implementation of Credit Risk Models.
Chapter 15. About Corporate Default Rates.
Chapter 16. Default Recovery Rates and LGD in Credit Risk Modeling and Practice.
Chapter 17. Credit Risk Migration.
Chapter 18. Introduction to Portfolio Approaches.
Chapter 19. Economic Capital and Capital Allocation.
Chapter 20. Application of Portfolio Approaches.
Chapter 21. Credit Derivatives.
Chapter 22. Counterparty Risk.
Chapter 23. Country Risk Models.
Chapter 24. Structured Finance.
Chapter 25. New Markets, New Players, New Ways to Play.
Chapter 26. Market Chaos and a Reversion to the Mean: The Rediscovery of Culture as a Critical Risk Management Tool.
Notes.
Appendix.
Index.
Introduction.
Chapter 1. Credit Risk: The Great Challenge For The Global Economy.
Chapter 2. Credit Culture.
Chapter 3. Classic Industry Players: Banks, Savings Institutions, Insurance: Companies, Finance Companies, and Special Purpose Entities.
Chapter 4. The Portfolio Managers: Investment Managers, Mutual Funds, Pension Funds, and Hedge Funds.
Chapter 5. Structural Hubs Clearinghouses, Derivative Product Companies, and Exchanges.
Chapter 6. The Rating Agencies.
Chapter 7. Classic Credit Analysis.
Chapter 8. Asset-Based Lending and Lease Finance.
Chapter 9. Introduction to Credit Risk Models.
Chapter 10. Credit Risk Models Based upon Accounting Data and Market Values.
Chapter 11. Corporate Credit Risk Models Based on Stock Price.
Chapter 12. Consumer Finance Models.
Chapter 13. Credit Models for Small Business, Real Estate, and Financial Institutions.
Chapter 14. Testing and Implementation of Credit Risk Models.
Chapter 15. About Corporate Default Rates.
Chapter 16. Default Recovery Rates and LGD in Credit Risk Modeling and Practice.
Chapter 17. Credit Risk Migration.
Chapter 18. Introduction to Portfolio Approaches.
Chapter 19. Economic Capital and Capital Allocation.
Chapter 20. Application of Portfolio Approaches.
Chapter 21. Credit Derivatives.
Chapter 22. Counterparty Risk.
Chapter 23. Country Risk Models.
Chapter 24. Structured Finance.
Chapter 25. New Markets, New Players, New Ways to Play.
Chapter 26. Market Chaos and a Reversion to the Mean: The Rediscovery of Culture as a Critical Risk Management Tool.
Notes.
Appendix.
Index.
您曾經瀏覽過的商品
購物須知
外文書商品之書封，為出版社提供之樣本。實際出貨商品，以出版社所提供之現有版本為主。部份書籍，因出版社供應狀況特殊，匯率將依實際狀況做調整。
無庫存之商品，在您完成訂單程序之後，將以空運的方式為你下單調貨。為了縮短等待的時間，建議您將外文書與其他商品分開下單，以獲得最快的取貨速度，平均調貨時間為1~2個月。
為了保護您的權益，「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。
若要辦理退貨，請在商品鑑賞期內寄回，且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。