By
Morton Glantz, Fordham Graduate School of Business, NY, NY
Description
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, giving bankers with the data necessary for judging asset quality and value. The book's
two sections, "New Approaches to Fundamental Analysis" and "Credit Administration," show readers ways 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.
Audience:
Professionals working in lending industries-banks, insurance companies, thrifts, securities firms, and pension funds; these professionals
include educators, entrepreneurs, accountants, investors, consultants, turnaround specialists, financial engineers and executives, investment
bankers, research and ratings personnel, and portfolio managers. Graduate students studying commercial banking, financial accounting,
financial intermediation, financial studies, and international finance.
