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| MANAGING BANK RISK
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An Introduction to Broad-Base Credit Engineering
To order this title, and for more information, click here
By
Morton Glantz, After an accomplished career in banking specializing in credit analysis and credit risk management, Professor Glantz is on the adjunct
faculty at the Fordham Graduate School of Business, NY, and teaches professional-level seminars on credit risk management worldwide.
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.
Contents
Part I: New Approaches to Fundamental Analysis
Introduction to Bank Risk Management
Accounting Standards, Flags and Distortions
Multivariate
Ratio Analysis: A Banker's Guide
Credit Analysis of Seasonal Businesses: An Integrated Approach
Asset-Based Lending
Cash Flow Analysis:
A Banker's Guide
Projections and Risk Assessment
Risk Management and Sustainable Growth
Financial Distress: Recognition and Diagnosis
of Troubled Loans
Part II: Credit Administration
Establishing a Risk Management Area
Capital Adequacy
Portfolio Maintenance: An Overview
Portfolio Management of Default Risk
EDF? Credit Measure
Credit Derivatives: New Instruments to Trade Credit Risk
An Overview of Risk-Adjusted
Return on Capital (RAROC) and CreditMetrics
Global Exposure Systems: Application and Design
Pricing Models: Design and Application
Risk
Rating Models: Design and Application
| Bibliographic details |
Hardbound, 600 pages, publication date: DEC-2002
ISBN-13: 978-0-12-285785-0
ISBN-10: 0-12-285785-2
Imprint: ACADEMIC PRESS
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| Price and Ordering |
Price:
EUR 86.95
USD 107
GBP 74
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Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
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Last update: 30 Nov 2009
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