Managing bank risk
An introduction to broad-base credit engineering
Résumé
Featuring new credit engineering tools. Managing Bank Risk combines innovative analytic methods with traditional credit management processes. Professor Glantz provides print and electronic risk-measuring tools that ensure credits are made in accordance with bank policy and regulatory requirements, thus equipping bankers with the necessary data to judge asset quality and value.
In chapters on 'New Approaches to Fundamental Analysis' and 'Credit Administration', Managing Bank Risk shows readers how to assimilate new tools such as credit derivatives, cash flow computer modeling, distress prediction and workout, interactive risk rating models and probabilistic default screening, with well known controls. By following the guidelines of the Basel Committee on Banking Supervision, Managing Bank Risk offers useful models, programs and documents essential for creating a sound credit risk environment, credit granting processes and appropriate administrative and monitoring controls.
L'auteur - Morton Glantz
(New York City) is the founder of Mort Glantz Associates.
Sommaire
- New approaches to fundamental analysis
- Credit administration
Caractéristiques techniques
PAPIER | |
Éditeur(s) | Academic Press |
Auteur(s) | Morton Glantz |
Parution | 12/05/2004 |
Nb. de pages | 668 |
Format | 15,5 x 23,5 |
Couverture | Relié |
Poids | 1055g |
Intérieur | Noir et Blanc |
EAN13 | 9780122857850 |
ISBN13 | 978-0-12-285785-0 |
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