Contact Us Need Help? Call us 1800-987-323
Explore Departments
  Free shipping Australia wide

The Handbook of Credit Portfolio Management

  • Hardcover
International experts explain the latest developments in the field.
The Handbook of Credit Portfolio Management
$94.61 + free shipping
Ships from United Kingdom
Expected delivery Dec 07 – Dec 13
As the credit bubble fallout plagues the institutional finance sector—and will continue to do so in coming years—a strategic approach to credit portfolio management has never been more critical. "The Handbook of Credit Portfolio Management" provides all the information you'll need to successfully rebalance and manage your credit portfolios.

Together with co-author Christian Hoppe and a team of thirty-five international contributors, Greg N. Gregoriou provides strategies for calculating risk-weighted assets, reevaluating hedging strategies, and implementing Basel II standards. Providing a thoroughly global perspective of the subject, this comprehensive guide includes input from Moorad Choudhry (Group Head of Treasury at Europe Arab Bank plc, London); Christophe Godlewski (Universite Louis Pasteur in Strasbourg, France); Roland Fuss (University of Freiburg, Germany); and Valerio Poti (Trinity College in Dublin, Ireland), who shed light on such key topics as: Investment opportunities of hedge funds Basis arbitrage trading strategies Issues regarding securitization of a sector basket Cost-saving aspects of portfolio hedging with credit futures

"The Handbook of Credit Portfolio Management" covers the latest developments and most current portfolio management techniques to help you implement strategies that best suit your institution's needs.
Greg N. Gregoriou is Professor of Finance in the School of Business and Economics at the State University of New York, Plattsburgh. He holds a Ph.D. in finance from the University of Quebec in Montreal. Gregoriou specializes in hedge funds, funds of hedge funds, and managed futures. He has published 26 books and more than 50 journal articles and serves as hedge fund editor for the Journal of Derivatives and Hedge Funds and editorial board member of the Journal of Wealth Management and the Journal of Risk Management in Financial Institutions. Christian Hoppe works as senior specialist for securitization and credit derivatives in the credit portfolio management in the corporate banking of Commerzbank AG Frankfurt. Prior to this, he was credit portfolio manager at Dresdner Kleinwort, the Investment Bank arm of Dresdner Bank AG in Frankfurt. He started his career as a Business and Financial Controller for Dresdner Bank. While earning his master's degree, Hoppe served in the Institutional Research Department of Benchmark Alternative Strategies GmbH, Frankfurt. He is the author of Derivatives Based on Alternative Investments.
Section 1: Performance Measurement 1 Implementing Credit Portfolio Management 2 Credit Portfolio Management under IFRS Accounting 3 Basel II Framework and the Impact of a New Regulatory Universe on Credit Asset Management 4 Basel II Expected Loss in Credit Risk Management 5 Credit Risk Capital Allocation and Performance Measurement Section Two: Evaluation of Credit Risk 6 Characteristics of Credit Assets and relevance for Credit Portfolio Management 7 Measuring Credit Risk with Emphasis on CDOs 8 Model for the Rating Transitions in a SME Bank Loan Portfolio 9 Cost-to-Securitize as a Transfer Pricing Instrument 10 Mark-to-Market Pricing of Illiquid Loans Section Three: Managing Credit Exposure 11 A New Age of Liquidity for Bank Debt: Reshaping Loan Portfolio Management 12 Bank Loan Syndication 13 CDS and other Credit Derivatives - Valuation and Application 14 Evaluation of Basket Credit Derivatives and STCDO Swaps 15 Classification and Characterization of CDS-Indices 16 Converting Derivatives Credit Risk Into Market Risk Section Four: Credit Portfolio Transactions 17 The Strategies of Hedge Funds in Fixed Income Markets 18 Trading CDS: Illustrating Positive and Negative Basis Arbitrage 19 Securitisation of Shipping Loans 20 Legal Issues in Securitizing Risky Loans 21 "How cheap is zero cost protection" 22 Managing Country Risk 23 The Role of Credit Banks in Corporate Workout-Management Index
Author
Christian Hoppe, Greg N. Professor Gregoriou
Short Title
HANDBK OF CREDIT PORTFOLIO MGM
Pages
504
Language
English
ISBN-10
0071598340
ISBN-13
9780071598347
Media
Book
Format
Hardcover
Illustrations
Yes
Year
2008
Publication Date
2008-10-31
Imprint
McGraw-Hill Professional
Country of Publication
United States
Birth
1956
Edition
1st
Series
McGraw-Hill Finance & Investing
DEWEY
337.15
Residence
US
Publisher
McGraw-Hill Education
FREE DELIVERY

Delivery is free to any Australian address. No matter where your item is going.

SECURE PAYMENT

We use 100% PCI DSS compliant payment services. That means your payment information is always protected, and never gets seen by anyone.

30 DAY RETURN POLICY

Return any item within 30 days of delivery. It doesn’t matter why you want to return your item, you can free of charge!