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The Banker s Handbook on Credit Risk

The Banker s Handbook on Credit Risk Author Morton Glantz
ISBN-10 0080570054
Release 2008-04-23
Pages 432
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The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a "new tools" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-based Monte Carlo simulation, portfolio optimization) and real options analysis (strategic options and decision analysis). This book is targeted at banking practitioners and financial analysts who require the algorithms, examples, models, and insights in solving more advanced and even esoteric problems. The book comes complete with a DVD filled with sample modeling videos, case studies, and software applications to help the reader get started immediately. The various trial software applications included allows the reader to quickly access the approximately 670 modeling functions, 250 analytical model templates, and powerful risk-based simulation software to help in the understanding and learning of the concepts covered in the book, and also to use the embedded functions and algorithms in their own models. In addition, the reader can get started quickly in running risk-based Monte Carlo simulations, run advanced forecasting methods, and perform optimization on a myriad of situations, as well as structure and solve customized real options and financial options problems. * Only book to show bankers step by step how to comply with Basel II regulations on credit risk * Over 150 hands-on software applications included on the DVD accompanying the book, including sample modeling videos * Provides all the latest quantitative tools



Typical Personal Security Rights in the EU

Typical Personal Security Rights in the EU Author Almudena de la Mata Muñoz
ISBN-10 3161506626
Release 2010
Pages 330
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This volume offers an in-depth analysis of the current status of the law and legal practice of personal security rights in the EU. The impact of the financial crisis is specifically considered and the treatment of personal security rights in the Basel II Accord is critically addressed. While focusing on Italian and Spanish legal systems, this comparative study includes extensive references to other EU Member States. The influence of EU private law on this area is also explored. The implications of a harmonised regime for personal security rights in the EU are analysed both from an economic and a legal perspective. In this context, specific reference is made to the latest academic works and policy proposals for EU legal unification ( Principles of European Contract Law / Draft Common Frame of Reference ).



Credit Engineering for Bankers

Credit Engineering for Bankers Author Morton Glantz
ISBN-10 0123785863
Release 2010-11-25
Pages 556
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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. Concentrates on the practical implementation of credit engineering strategies and tools Demonstrates how bankers can use portfolio analytics to increase their insights about different groups of obligors Investigates ways to improve a portfolio’s return on risk while minimizing probability of insolvency



The Basel Handbook

The Basel Handbook Author Michael K. Ong
ISBN-10 STANFORD:36105124072088
Release 2007
Pages 661
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Now in its second edition, this bestselling handbook has been fully updated and expanded in light of important changes to the new Basel II Accord such as: the asset classes required under Pillar 1, the new required elements for capital adequacy and the minimum capital requirements for securitization and operational risk, credit risk mitigation, supervisory review and market discipline.



The Oxford Handbook of Banking Second Edition

The Oxford Handbook of Banking  Second Edition Author Allen N. Berger
ISBN-10 9780191002199
Release 2014-11-27
Pages 1040
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The Oxford Handbook of Banking, Second Edition provides an overview and analysis of developments and research in banking written by leading researchers in the field. This handbook will appeal to graduate students of economics, banking and finance, academics, practitioners, regulators, and policy makers. Consequently, the book strikes a balance between abstract theory, empirical analysis, and practitioner, and policy-related material. The Handbook is split into five parts. Part I, The Theory of Banking, examines the role of banks in the wider financial system, why banks exist, how they function, and their corporate governance and risk management practices. Part II deals with Bank Operations and Performance. A range of issues are covered including bank performance, financial innovation, and technological change. Aspects relating to small business, consumer, and mortgage lending are analysed together with securitization, shadow banking, and payment systems. Part III entitled Regulatory and Policy Perspectives discusses central banking, monetary policy transmission, market discipline, and prudential regulation and supervision. Part IV of the book covers various Macroeconomic Perspectives in Banking. This part includes a discussion of systemic risk and banking and sovereign crises, the role of the state in finance and development as well as how banks influence real economic activity. The final Part V examines International Differences in Banking Structures and Environments. This part of the Handbook examines banking systems in the United States, European Union, Japan, Africa, Transition countries, and the developing nations of Asia and Latin America.



Federal Banking Law and Regulations

Federal Banking Law and Regulations Author Harding de C. Williams
ISBN-10 1590314735
Release 2006
Pages 361
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This easy-to-read guidebook is designed for lawyers who are new to banking law or are very seasoned practitioners who on occasion need to research banking law issues. The focus of the guidebook is to show how major bank regulations are structured and how they apply to different types of institutions and holding companies.



Financial Risk Manager Handbook

Financial Risk Manager Handbook Author Philippe Jorion
ISBN-10 9780470176566
Release 2007-06-15
Pages 768
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An essential guide to financial risk management and the only way to get a great overview of the subjects covered in the GARP FRM Exam The Financial Risk Management Exam (FRM Exam) is given by the Global Association of Risk Professionals (GARP) annually in November for risk professionals who want to earn FRM(r) certification. The Financial Risk Manager Handbook, Fourth Edition is the definitive guide for those preparing to take the FRM Exam as well as a valued working reference for risk professionals. Written with the full support of GARP, and containing questions and solutions from previous exams, this book is a valuable resource for professionals responsible for or associated with financial risk management.



Handbook of Financial Data and Risk Information II

Handbook of Financial Data and Risk Information II Author Margarita S. Brose
ISBN-10 9781107012028
Release 2014-01-09
Pages 574
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A comprehensive resource for understanding the issues involved in collecting, measuring and managing data in the financial services industry.



Correlation Risk Modeling and Management

Correlation Risk Modeling and Management Author Gunter Meissner
ISBN-10 9781118796894
Release 2013-12-19
Pages 350
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A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. Offers comprehensive coverage of a topic of increasing importance in the financial world Includes the Basel III correlation framework Features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter



Modeling Risk DVD

Modeling Risk    DVD Author Johnathan Mun
ISBN-10 9780470620014
Release 2010-06-15
Pages 976
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An updated guide to risk analysis and modeling Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the Second Edition of Analyzing and Modeling Risk, expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it. This Second Edition provides professionals in all industries a more comprehensive guide on such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and regression analysis, optimization, real options, and more. Includes new examples, questions, and exercises as well as updates using Excel 2007 Book supported by author's proprietary risk analysis software found on the companion CD-ROM Offers both a qualitative and quantitative description of risk Filled with in-depth insights and practical advice, this reliable resource covers all of the essential tools and techniques that risk managers need to successfully conduct risk analysis. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.



The Handbook of Credit Portfolio Management

The Handbook of Credit Portfolio Management Author Greg N. Gregoriou
ISBN-10 9780071642965
Release 2008-10-19
Pages 528
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Features expertise from an international team of 35 contributors, including Moorad Choudhry, Panikos Teklos, and Tamar Frankel Provides much-needed, timely information for institutional investors and professional portfolio, asset, and hedge fund managers as the fallout from the credit bubble continues to plague the institutional finance sector Includes important discussion of new risk management techniques and standards, including Basel II



The Validation of Risk Models

The Validation of Risk Models Author S. Scandizzo
ISBN-10 9781137436962
Release 2016-07-01
Pages 242
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This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.



Handbook on Information Technology in Finance

Handbook on Information Technology in Finance Author Detlef Seese
ISBN-10 9783540494874
Release 2008-05-27
Pages 800
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This handbook contains surveys of state-of-the-art concepts, systems, applications, best practices as well as contemporary research in the intersection between IT and finance. Included are recent trends and challenges, IT systems and architectures in finance, essential developments and case studies on management information systems, and service oriented architecture modeling. The book shows a broad range of applications, e.g. in banking, insurance, trading and in non-financial companies. Essentially, all aspects of IT in finance are covered.



Credit Risk Analytics

Credit Risk Analytics Author Bart Baesens
ISBN-10 9781119278283
Release 2016-09-19
Pages 512
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The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. SAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate credit risk management models. Understand the general concepts of credit risk management Validate and stress-test existing models Access working examples based on both real and simulated data Learn useful code for implementing and validating models in SAS Despite the high demand for in-house models, there is little comprehensive training available; practitioners are left to comb through piece-meal resources, executive training courses, and consultancies to cobble together the information they need. This book ends the search by providing a comprehensive, focused resource backed by expert guidance. Credit Risk Analytics is the reference every risk manager needs to streamline the modeling process.



The Oxford Handbook of Economic and Institutional Transparency

The Oxford Handbook of Economic and Institutional Transparency Author Jens Forssbaeck
ISBN-10 9780199394838
Release 2014-09-01
Pages 624
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In recent years, the term 'transparency' has emerged as one of the most popular and keenly-touted concepts around. In the economic-political debate, the principle of transparency is often advocated as a prerequisite for accountability, legitimacy, policy efficiency, and good governance, as well as a universal remedy against corruption, corporate and political scandals, financial crises, and a host of other problems. But transparency is more than a mere catch-phrase. Increased transparency is a bearing ideal behind regulatory reform in many areas, including financial reporting and banking regulation. Individual governments as well as multilateral bodies have launched broad-based initiatives to enhance transparency in both economic and other policy domains. Parallel to these developments, the concept of transparency has seeped its way into academic research in a wide range of social science disciplines, including the economic sciences. This increased importance of transparency in economics and business studies has called for a reference work that surveys existing research on transparency and explores its meaning and significance in different areas. The Oxford Handbook of Economic and Institutional Transparency is such a reference. Comprised of authoritative yet accessible contributions by leading scholars, this Handbook addresses questions such as: What is transparency? What is the rationale for transparency? What are the determinants and the effects of transparency? And is transparency always beneficial, or can it also be detrimental (if so, when)? The chapters are presented in three sections that correspond to three broad themes. The first section addresses transparency in different areas of economic policy. The second section covers institutional transparency and explores the role of transparency in market integration and regulation. Finally, the third section focuses on corporate transparency. Taken together, this volume offers an up-to-date account of existing work on and approaches to transparency in economic research, discusses open questions, and provides guidance for future research, all from a blend of disciplinary perspectives.



Financial Sector Assessment

Financial Sector Assessment Author World Bank Group
ISBN-10 0821364324
Release 2005
Pages 459
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The Handbook presents an overall analytical framework for assessing financial system stability and developmental needs, providing broad guidance on approaches, methodologies, and techniques of assessing financial systems. Although the Handbook draws substantially on World Bank and IMF experience with the Financial Sector Assessment Program (FSAP) and from the broader policy and operational work in both institutions, it is designed for generic use in financial sector assessments, whether conducted by country authorities themselves, or by World Bank and IMF teams.



AICPA Audit and Accounting Manual

AICPA Audit and Accounting Manual Author
ISBN-10 UVA:X030266240
Release 2007
Pages
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AICPA Audit and Accounting Manual has been writing in one form or another for most of life. You can find so many inspiration from AICPA Audit and Accounting Manual also informative, and entertaining. Click DOWNLOAD or Read Online button to get full AICPA Audit and Accounting Manual book for free.