{"product_id":"managing-credit-risk-in-corporate-bond-portfolios-a-practitioners-guide-hardback-9780471430377","title":"Managing Credit Risk in Corporate Bond Portfolios; A Practitioner's Guide (Hardback) 9780471430377","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eManaging Credit Risk in Corporate Bond Portfolios\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eA Practitioner's Guide\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eSrichander Ramaswamy (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780471430377, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 6 January 2004\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e290 pages\u003cbr\u003e23.7 x 15.9 x 2.4 cm, 0.493 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eExpert guidance on managing credit risk in bond portfolios\u003cbr\u003e Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide range of topics surrounding credit risk and bond portfolios, including the similarities and differences between corporate and government bond portfolios, yield curve risk, default and credit migration risk, Monte Carlo simulation techniques, and portfolio selection methods.\u003cbr\u003e Srichander Ramaswamy, PhD (Basel, Switzerland), is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eForeword.  \u003cp\u003ePreface.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 1. Introduction.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eMotivation.\u003c\/p\u003e \u003cp\u003eSummary of the Book.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 2. Mathematical Preliminaries.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eProbability Theory.\u003c\/p\u003e \u003cp\u003eLinear Algebra.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 3. The Corporate Bond Market.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eFeatures of Corporate Bonds.\u003c\/p\u003e \u003cp\u003eCorporate Bond Trading.\u003c\/p\u003e \u003cp\u003eRole of Corporate Bonds.\u003c\/p\u003e \u003cp\u003eRelative Market Size.\u003c\/p\u003e \u003cp\u003eHistorical Performance.\u003c\/p\u003e \u003cp\u003eThe Case for Corporate Bonds.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 4. Modeling Market Risk.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eInterest Rate Risk.\u003c\/p\u003e \u003cp\u003ePortfolio Aggregates.\u003c\/p\u003e \u003cp\u003eDynamics of the Yield Curve.\u003c\/p\u003e \u003cp\u003eOther Sources of Market Risk.\u003c\/p\u003e \u003cp\u003eMarket Risk Model.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 5. Modeling Credit Risk.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eElements of Credit Risk.\u003c\/p\u003e \u003cp\u003eQuantifying Credit Risk.\u003c\/p\u003e \u003cp\u003eNumerical Examples.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 6. Portfolio Credit Risk.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eQuantifying Portfolio Credit Risk.\u003c\/p\u003e \u003cp\u003eDefault Correlation.\u003c\/p\u003e \u003cp\u003eDefault Mode: Two-Bond Portfolio.\u003c\/p\u003e \u003cp\u003eEstimating Asset Return Correlation.\u003c\/p\u003e \u003cp\u003eCredit Risk Under Migration Mode.\u003c\/p\u003e \u003cp\u003eNumerical Example.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 7. Simulating the Loss Distribution.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eMonte Carlo Methods.\u003c\/p\u003e \u003cp\u003eCredit Loss Simulation.\u003c\/p\u003e \u003cp\u003eTail Risk Measures.\u003c\/p\u003e \u003cp\u003eNumerical Results.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 8. Relaxing the Normal Distribution Assumption.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eMotivation.\u003c\/p\u003e \u003cp\u003ePortfolio Credit Risk.\u003c\/p\u003e \u003cp\u003eLoss Simulation.\u003c\/p\u003e \u003cp\u003eAppendix.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 9. Risk Reporting and Performance Attribution.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eRelative Credit Risk Measures.\u003c\/p\u003e \u003cp\u003eMarginal Credit Risk Contribution.\u003c\/p\u003e \u003cp\u003ePortfolio Credit Risk Report.\u003c\/p\u003e \u003cp\u003ePortfolio Market Risk Report.\u003c\/p\u003e \u003cp\u003ePerformance Attribution.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 10. Portfolio Optimization.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003ePortfolio Selection Techniques.\u003c\/p\u003e \u003cp\u003eOptimization Methods.\u003c\/p\u003e \u003cp\u003ePractical Difficulties.\u003c\/p\u003e \u003cp\u003ePortfolio Construction.\u003c\/p\u003e \u003cp\u003ePortfolio Rebalancing.\u003c\/p\u003e \u003cp\u003eDevil in the Parameters: A Case Study.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003e\u003cb\u003eChapter 11. Structured Credit Products.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eIntroduction to CDOs.\u003c\/p\u003e \u003cp\u003eAnatomy of a CDO Transaction.\u003c\/p\u003e \u003cp\u003eMajor Sources of Risk in CDOs.\u003c\/p\u003e \u003cp\u003eRating a CDO Transaction.\u003c\/p\u003e \u003cp\u003eTradable Corporate Bond Baskets.\u003c\/p\u003e \u003cp\u003eQuestions.\u003c\/p\u003e \u003cp\u003eSolutions to End-of-Chapter Questions.\u003c\/p\u003e \u003cp\u003eIndex.\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52502988718360,"sku":"9780471430377","price":34.89,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780471430377.jpg?v=1786322601","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/managing-credit-risk-in-corporate-bond-portfolios-a-practitioners-guide-hardback-9780471430377","provider":"Freshly Printed Books","version":"1.0","type":"link"}