The Handbook of Credit Risk Management Originating Assessing and Managing Credit Exposures 1st Edition by Sylvain Bouteille, Diane Coogan Pushner ISBN 1118300203 9781118300206
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ISBN 10: 1118300203
ISBN 13: 9781118300206
Author: Sylvain Bouteille, Diane Coogan Pushner
The Handbook of Credit Risk Management presents a comprehensive overview of the practice of credit risk management for a large institution. It is a guide for professionals and students wanting a deeper understanding of how to manage credit exposures. The Handbook provides a detailed roadmap for managing beyond the financial analysis of individual transactions and counterparties. Written in a straightforward and accessible style, the authors outline how to manage a portfolio of credit exposures–from origination and assessment of credit fundamentals to hedging and pricing. The Handbook is relevant for corporations, pension funds, endowments, asset managers, banks and insurance companies alike.
- Covers the four essential aspects of credit risk management: Origination, Credit Risk Assessment, Portfolio Management and Risk Transfer.
- Provides ample references to and examples of credit market services as a resource for those readers having credit risk responsibilities.
- Designed for busy professionals as well as finance, risk management and MBA students.
As financial transactions grow more complex, proactive management of credit portfolios is no longer optional for an institution, but a matter of survival.
The Handbook of Credit Risk Management Originating Assessing and Managing Credit Exposures 1st Edition Table of contents:
Chapter 1: Introduction to Credit Risk
- Definition of credit risk
- The role of credit risk in financial institutions
- Historical context and key developments in credit risk management
- Credit risk vs. other types of financial risks (market, operational, etc.)
- Key players in credit markets: borrowers, lenders, and investors
Chapter 2: The Structure of Credit Markets
- Overview of global credit markets
- Types of credit instruments: loans, bonds, derivatives, etc.
- Institutional participants: banks, insurance companies, hedge funds, and others
- Regulatory environment and credit market supervision
- Credit risk in emerging markets
Chapter 3: Credit Risk Assessment
- Techniques for assessing creditworthiness
- Credit scoring models and credit ratings
- Qualitative vs. quantitative assessment
- Use of financial statements and ratios in credit risk evaluation
- Advanced models for credit risk assessment (e.g., Merton model, structural models)
Chapter 4: Credit Risk Measurement
- Approaches to measuring credit risk
- Credit VaR (Value at Risk)
- Default probability and loss given default
- Exposure at default (EAD) and credit migration
- Tools and techniques for modeling credit risk
- Credit risk and portfolio management
Chapter 5: Credit Derivatives and Structured Credit Products
- Introduction to credit derivatives: CDS, CDOs, etc.
- How credit derivatives can be used to manage or transfer credit risk
- Credit default swaps (CDS) and collateralized debt obligations (CDOs)
- The role of structured credit products in risk management
- Case studies on credit derivative failures and lessons learned
Chapter 6: Credit Risk Mitigation Techniques
- Collateralization and netting
- Guarantees and credit enhancements
- Securitization and its role in managing credit risk
- Credit insurance and portfolio diversification
- Counterparty risk management in derivatives markets
Chapter 7: Credit Risk and Capital Adequacy
- The role of capital in managing credit risk
- Regulatory frameworks (e.g., Basel I, II, III)
- Risk-weighted assets and capital adequacy ratios
- Capital buffers and their impact on credit risk management
- Stress testing and scenario analysis for capital adequacy
Chapter 8: Credit Portfolio Management
- Strategies for managing a credit portfolio
- The efficient frontier and credit portfolio optimization
- Diversification and concentration risk
- Risk-return trade-offs in credit portfolios
- Managing large exposures and counterparty risk
Chapter 9: Credit Risk Models and Their Applications
- Overview of credit risk modeling techniques
- Credit scoring and risk-based pricing
- Structural models (e.g., Merton model)
- Reduced-form models (e.g., Jarrow-Turnbull)
- Stress testing and scenario analysis in credit risk management
- Practical applications and challenges of credit risk models
Chapter 10: Credit Risk Management in Practice
- Case studies in credit risk management
- Best practices for managing credit risk in financial institutions
- Credit risk management in different types of institutions: commercial banks, investment banks, insurance companies
- Operational risk management and integration with credit risk
- The role of technology in credit risk management (e.g., credit risk management software)
Chapter 11: Regulatory and Legal Issues in Credit Risk
- Key regulations affecting credit risk management (e.g., Basel Accords, Dodd-Frank)
- The role of credit rating agencies
- Legal considerations in credit risk (e.g., loan documentation, bankruptcy laws)
- The impact of regulation on credit markets and risk management practices
- Ongoing regulatory challenges and debates in the credit industry
Chapter 12: The Future of Credit Risk Management
- Emerging trends in credit risk management (e.g., fintech, artificial intelligence)
- The role of data analytics and machine learning in credit assessment
- The impact of climate change and ESG factors on credit risk
- The evolving regulatory landscape and its effect on risk management practices
- Credit risk in a globalized world: challenges and opportunities
Appendices
- A. Key Formulas for Credit Risk Management
- B. Glossary of Terms
- C. Additional Reading and Resources
- D. Index
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