The Handbook of Credit Portfolio Management

The Handbook of Credit Portfolio Management

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Features expertise from an international team of 35 contributors, including Moorad Choudhry, Panikos Teklos, and Tamar Frankel Provides much-needed, timely information for institutional investors and professional portfolio, asset, and hedge fund managers as the fallout from the credit bubble continues to plague the institutional finance sector Includes important discussion of new risk management techniques and standards, including Basel IIThis regulatory framework was finalized in 2004 and became effective in most countries in 2007 or 2008. From the beginning of the negotiations, the new capital accord was aimed at a more economic way to determine required ... For an example of the current methodological discussions regarding the use of credit portfolio models in banks, see Jeffrey (2006). ... 16 PART 1 Performance Measurement.

Title:The Handbook of Credit Portfolio Management
Author:Greg N. Gregoriou, Christian Hoppe
Publisher:McGraw Hill Professional - 2008-10-19


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