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Retail credit risk management
~
Giordani, Tommaso, (1972-)
Retail credit risk management
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
Retail credit risk management/ edited by Mario Anolli, Elena Beccalli and Tommaso Giordani.
其他作者:
Anolli, Mario.
出版者:
Houndmills, Basingstoke, Hampshire :Palgrave Macmillan, : 2013.,
面頁冊數:
1 online resource (xv, 236 p.) :ill. :
標題:
Credit. -
電子資源:
http://www.palgraveconnect.com/doifinder/10.1057/9781137006769
ISBN:
9781137006769 (electronic bk.)
Retail credit risk management
Retail credit risk management
[electronic resource] /edited by Mario Anolli, Elena Beccalli and Tommaso Giordani. - Houndmills, Basingstoke, Hampshire :Palgrave Macmillan,2013. - 1 online resource (xv, 236 p.) :ill. - Palgrave Macmillan studies in banking and financial institutions. - Palgrave Macmillan studies in banking and financial institutions..
Includes bibliographical references and index.
PART 1 REGULATORY FRAMEWORK -- Introduction; Anolli, M., Beccalli, E. -- PART 2 RISK TAKING: MEASUREMENT, PRICING AND MANAGEMENT -- The Ever-evolving Basel Accord; Guadalupi, D. -- Private Individuals: Credit Risk Modeling; Giannasca, C., Giordani, T. -- SMEs: Credit Risk Modeling; Giovannini, E. -- The Critical Model Parameter: LGD; Alghisi Manganello, E., Leucari, V. -- Model Validation; Arf̌, A., Gianturco, P. -- Risk Adjusted Performance Measures; Anolli, M. -- PART 3 PORTFOLIO CREDIT RISK: MEASUREMENT AND MANAGEMENT -- Portfolio Credit Risk Modeling; Bocchi, L., Bellini, T. -- Stress Testing, Capital Planning, and Risk Integration; Bellini, T, Bocchi, L. -- Portfolio Management; Giordani, T., Giannasca, C. -- PART 4 OPERATIONAL IMPLICATION -- IT Systems for Credit Risk Management; Traversini, R., Marmonti, A. -- A New Retail Credit Risk Management Approach to Cope with the Crisis; Merlin, F.
This book introduces the fundamentals of retail credit risk management, provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management with other firm operations and industry regulation. The focus on retail (private individuals and small-medium enterprises) and the constant reference to the implications of the financial crisis for credit risk management, make the book distinctive. Furthermore, the involvement of academics, regulators and professionals from major global banks and consulting firms provides a global focus on the right balance between theory and applications. This book is aimed at MBA/Executive students who are planning to move into a career in professional credit risk management, and for professional risk managers looking for quantitative and updated methods of measurement and management in the area of retail credit risk.
ISBN: 9781137006769 (electronic bk.)
Source: 576493Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:
232762
Credit.
Index Terms--Genre/Form:
96803
Electronic books.
LC Class. No.: HG3701 / .R44 2013
Dewey Class. No.: 658.8/8
Retail credit risk management
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edited by Mario Anolli, Elena Beccalli and Tommaso Giordani.
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PART 1 REGULATORY FRAMEWORK -- Introduction; Anolli, M., Beccalli, E. -- PART 2 RISK TAKING: MEASUREMENT, PRICING AND MANAGEMENT -- The Ever-evolving Basel Accord; Guadalupi, D. -- Private Individuals: Credit Risk Modeling; Giannasca, C., Giordani, T. -- SMEs: Credit Risk Modeling; Giovannini, E. -- The Critical Model Parameter: LGD; Alghisi Manganello, E., Leucari, V. -- Model Validation; Arf̌, A., Gianturco, P. -- Risk Adjusted Performance Measures; Anolli, M. -- PART 3 PORTFOLIO CREDIT RISK: MEASUREMENT AND MANAGEMENT -- Portfolio Credit Risk Modeling; Bocchi, L., Bellini, T. -- Stress Testing, Capital Planning, and Risk Integration; Bellini, T, Bocchi, L. -- Portfolio Management; Giordani, T., Giannasca, C. -- PART 4 OPERATIONAL IMPLICATION -- IT Systems for Credit Risk Management; Traversini, R., Marmonti, A. -- A New Retail Credit Risk Management Approach to Cope with the Crisis; Merlin, F.
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This book introduces the fundamentals of retail credit risk management, provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management with other firm operations and industry regulation. The focus on retail (private individuals and small-medium enterprises) and the constant reference to the implications of the financial crisis for credit risk management, make the book distinctive. Furthermore, the involvement of academics, regulators and professionals from major global banks and consulting firms provides a global focus on the right balance between theory and applications. This book is aimed at MBA/Executive students who are planning to move into a career in professional credit risk management, and for professional risk managers looking for quantitative and updated methods of measurement and management in the area of retail credit risk.
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Retail credit risk management
/ Giordani, Tommaso, (1972-) / Palgrave Macmillan, / 2013.
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