Economic capital allocation with Basel II

Cost, benefit and implementation procedures

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: -Comprehensive coverage of ...

22 keys to sales success

how to make it big in financial services

Other people's money

the corporate mugging of America

Critical, independent voices are seldom found within the citadels of international finance. That's what makes Nomi Prins unique. During fifteen years in the upper flights of banks like Goldman Sachs, Bear Stearns, and Lehman Brothers, Prins never lost her ability to see the broader ...

The Oxford guide to financial modeling

applications for capital markets, corporate finance, risk management, and financial institutions

The essential premise of this book is that theory and practice are equally important in describing financial modeling. In it the authors try to strike a balance in their discussions between theories that provide foundations for financial models and the institutional details that provide the ...

Credit, intermediation, and the macroeconomy

readings and perspectives in modern financial theory

This combination of explanatory discussion by leading financial economists and centrally important journal articles provides comprehensive and coherent coverage of the major issues in financial theory. It will help students to understand the functioning of the financial sector and the intermediary institutions that comprise it

Value added risk management in finacial institutions

leveraging Basel II & risk adjusted performance measurement

The typical financial executive s view of the value of risk management in their financial institution is based on the belief that risk management focuses on loss avoidance. This view is based on the history of risk management being control focused. However, risk management has ...

Bonds markets, analysis, and strategies

This comprehensive textbook on bonds takes a practical real-world approach to the subject. It includes a detailed discussion of each type of bond including a wide range of products. The text features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the ...

Economic capital allocation with Basel II

Cost, benefit and implementation procedures

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: -Comprehensive coverage of ...

Credit risk

from transaction to portfolio management

'Credit Risk: from transaction to portfolio management' provides high level, focused analysis of the nature of credit risk in investment bank portfolio management. Written by experienced international practitioners, it offers in-depth information and advice that will help all those charged with managing credit risk at ...

Global credit management

an executive summary

In many companies credit management is a passive and reactive discipline. This results in significant receivables assets weighing heavily on balance sheets, dragging down cash flow and inhibiting growth. The power of credit is shackled, muted. Release the power and passion of credit management in ...

Managing credit risk in corporate bond portfolios

a practitioner's guide

In Managing Credit Risk in Corporate Bond Portfolios: A Practitioner#s Guide, investment expert Srichander Ramaswamy skillfully explains how you can begin to measure and manage the relative credit risk of a co rporate bond portfolio against its benchmark. By combining risk management concepts with ...

Operational risk control with Basel II

basic principles and capital requirements

Operational risk is present in every enterprise- The many types of operational risk; Why management risk, legal risk, and information technology risk are the most important operational risks; Other key operational risks to which senior management and the back office should pay attention; Identification, monitoring ...

CreditRisk+ in the banking industry

CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which ...

Credit risk pricing models

theory and practice

The markets dealing with financial products related to credit risk have been booming over the last years. This has encouraged practitioners and academics at the same time to consider and develop sophisticated models for credit risk pricing. This book gives a deep insight into the ...

Credit risk modeling

theory and applications

David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each ...

Financiación pública para la internacionalización

manual práctico para el uso de los instrumentos financieros públicos de apoyo a la actividad internacional de la empresa

Interest rate models

an introduction

The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the ...

Pricing and hedging interest and credit risk sensitive instruments

This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives. It is targeted at those who are interested in trading these instruments in an investment bank, but is also useful for those responsible for monitoring compliance of the ...

Value added risk management in finacial institutions

leveraging Basel II & risk adjusted performance measurement

The typical financial executive s view of the value of risk management in their financial institution is based on the belief that risk management focuses on loss avoidance. This view is based on the history of risk management being control focused. However, risk management has ...

Basilea II

una nueva forma de relación Banca-Empresa

El libro está enfocado, primordialmente, a ¿sensibilizar¿ a los empresarios directivos de esta nueva realidad financiera que les afecta en su ¿core business?. Basilea II pretende alcanzar tres objetivos:- Que el capital de las entidades crediticias sea cada día sea más sensible a los distintos ...