Read e-book online Credit Portfolio Management: A Practitioner’s Guide to the PDF

By Michael Hünseler

ISBN-10: 0230391508

ISBN-13: 9780230391505

ISBN-10: 1349351628

ISBN-13: 9781349351626

Credits Portfolio administration is a topical textual content on methods to the energetic administration of credits hazards. The booklet is a important, modern advisor for portfolio administration practitioners. Its content material contains of 3 major components: The framework for handling credits dangers, lively credits Portfolio administration in perform and Hedging suggestions and toolkits.

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Additional resources for Credit Portfolio Management: A Practitioner’s Guide to the Active Management of Credit Risks

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160 0% 140 –10% –20% 120 –30% 100 –40% 80 –50% 60 –60% –70% 40 –80% –90% 0 –100% G JP WE M LL O R SF O LD HS GA AR M B N C GO AN C & H H BA SA OL AS CO C D E& N H IN D C EU O S G C S GR S O T BA SC DA AN O PL T H N N AN UP C C EB SK D IN O E E C BI AN LB K BN BA R S AO AG P NK A VI -RE PAR A/S C ZC G I R E AY IST BA ES ED RS A E S I PI T S TE BA A RE R U G R RG D IT IS R C O S O LA EN SA E U Y TA N GR P B S P TO O A L F U NK C M INL P A AG O R GR G-R IN GA O E TE N U G SA S P S T SA AN A BA SO N LE U C NK IE B PA Y S O O TE AG LO F AM GE -R RO ER NE EG R YA CO UN ICA AL L BA M ICR CO E M NK ER ED RP I O F CI ZB T S SC TI A PA OT GR NK LA OU AG ND P I G NC RO UP 20 Share Performance (%) Credit Portfolio Management Market Capitalization (_ bn) 6 Currency adj.

Implications for the global economy make it paramount for both business and risk managers of financial institutions to take responsibility. Part of that responsibility might be expressed by a change in the mental attitude towards models, fundamental assumptions and risk in general. The sophisticated quantification of risks by means of probability distributions and correlations more than ever needs to be complemented by experience, intuition and expert judgement, with regular questioning of risk and return to become a usual habit when the lessons taught by the financial crisis should have any effect.

Default contagion is the significantly negative, potentially default-triggering impact from the default of one borrower onto another, even though they are possibly belonging to different industries and regions. Reasons for default dependency between obligors are business or financial interconnections such as profits generated predominantly from a single customer or a critical share of funding provided by only one creditor. 12 In particular, the interconnectedness of financial institutions is a major concern for the financial stability with the potential of huge economic losses and social costs attributed to it.

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Credit Portfolio Management: A Practitioner’s Guide to the Active Management of Credit Risks by Michael Hünseler

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