| Description |
1 online resource (xxv, 529 pages) : illustrations (some color) |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
Introduction -- Part One: New Approaches to Fundamental Analysis -- Introduction to Loan Decision Making: The Prism Model -- International Financial Reporting Standards -- Multivariate Ratio Analysis -- Credit Analysis of Seasonal Businesses: an Integrated Approach -- Asset Based Lending -- Cash Flow Analysis -- A Primer on Quantitative Risk Analysis Projections and Risk Assessment -- Sustainable Growth and Credit Risk Management -- Specialized Lending Risk Rating -- Recognition, Diagnosis, and Response to Troubled Loans -- Strategic Real Options Analysis: Managing Risk Through Flexibility. |
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Part Two: Credit Administration -- Capital Adequacy -- Quantitative Credit and Market Risk Analysis -- Portfolio Optimization and Management of Default Risk -- Options Valuation -- Exotic Options, Option Engineering, and Credit Risk -- Credit and Debt Valuation -- Building Integrated Exposure Systems -- Building Risk-Adjusted Pricing Models. |
| Summary |
More efficient credit portfolio engineering can increase the decision-making power of bankers and boost the market value of their banks. By implementing robust risk management procedures, bankers can develop comprehensive views of obligors by integrating fundamental and market data into a portfolio framework that treats all instruments similarly. Banks that can implement strategies for uncovering credit risk investments with the highest return per unit of risk can confidently build their businesses. Through chapters on fundamental analysis and credit administration, authors Morton Glantz and Johnathan Mun teach readers how to improve their credit skills and develop logical decision-making processes. As readers acquire new abilities to calculate risks and evaluate portfolios, they learn how credit risk strategies and policies can affect and be affected by credit ratings and global exposure tracking systems. The result is a book that facilitates the discipline of market-oriented portfolio management in the face of unending changes in the financial industry. |
| Subject |
Bank loans -- Management.
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Credit -- Management.
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Asset-liability management.
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Financial risk management.
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Bank management.
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Prêts bancaires -- Gestion. |
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Crédit -- Gestion. |
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Gestion des actifs et des passifs. |
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Finances -- Gestion du risque. |
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Banques -- Gestion. |
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Asset-liability management |
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Bank loans -- Management |
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Bank management |
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Credit -- Management |
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Financial risk management |
| Added Author |
Mun, Jonathan, author Author.
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| Other Form: |
Print version: Glantz, Morton. Credit engineering for bankers. 2nd ed. Burlington, MA : Academic Press/Elsevier, 2011 9780123785855 (DLC) 2010033503 (OCoLC)656849874 |
| ISBN |
9780123785862 (electronic bk.) |
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0123785863 (electronic bk.) |
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9786612879043 |
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6612879041 |
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(hardbound) |
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(hardbound) |
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