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Credit Engineering for Bankers
A Practical Guide for Bank Lending
Presents the tools and insights necessary for market-oriented portfolio management
Morton Glantz (Author), Johnathan Mun (Author)
9780123785855
Hardback, published 25 November 2010
556 pages
22.9 x 15.1 x 3.2 cm, 0.86 kg
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.
PART ONE: NEW APPROACHES TO FUNDAMENTAL ANALYSIS1. The Credit Analysis and the Subprime Mortgage Crisis2. Introduction to Bank Risk Management 3. International Financial Reporting Standards4. Multivariate Ratio and Cash Flow Analysis: A Banker’s Guide5. Credit Analysis of Seasonal Businesses: an Integrated Approach 6. Asset Based Lending7. Cash Flow Analysis: a Banker’s Guide8. A Banker’s Primer on Quantitative and Decision Analysis9. Projections and Risk Assessment10. The Sustainable Growth and Credit Risk Management11. Specialized Lending Exposures12. Recognition and Diagnosis of Troubled Loans PART TWO: CREDIT ADMINISTRATION13. Risk Governance14. Bank Failure, Capital Adequacy, Regulatory Capital Ratios, and Loan Loss Provisioning15. Quantitative Credit and Market Risk Analysis 16. Portfolio Optimization and Management of Default Risk17. Exotic Options, Option Engineering, and Credit Risk18. An Introduction to Credit Derivatives19. Loan Pricing20. Global Exposure Tracking Systems21. Corporate Risk Rating: Design and Application
Subject Areas: Personal finance [VSB], Corporate governance [KJR], Investment & securities [KFFM], Credit & credit institutions [KFFL], Banking [KFFK], Corporate finance [KFFH]
