The Banker's Handbook on Credit Risk: Implementing Basel II [With CDROM] (Hardcover)

1 Basel II and Principles for the Management of Credit Risk; 2 International Financial Reporting Standards and Basel II; 3 Decomposing Cash Flow: A Bankers Primer; 4 Step-By-Step in Getting Started with the Modeling Toolkit and Risk Simulator Software Applications; 5 Analytical Forecasting and Cash Flow Projections; 6 Using Risk Simulator Optimization and Valuation Software to Evaluate the Credit Risk of Corporate Restructuring; 7 Analytical Techniques for Modeling Probability of Default, Loss Given Default, Economic Capital, Value at Risk, Portfolio Optimization, Hurdle Rates and Required Rates of Return; 8 Portfolio Optimization; 9 Loan Pricing and Pricing Model Construction; 10 Bankers Primer on Shareholder Value; 11 A Bankers Guide: Valuation Appraisal of Business Clients; 12 Constructing Industry Specific Credit Rating Systems; 13 Building Integrated Exposure Systems; 14 Credit Risk Rating and Debt Analysis; 15 Interest Rate Risk, Foreign Exchange Risk, Volatility Estimation, Risk Hedging, Yield Curve Forecasting, and Advanced Forecasting Techniques; 16 Exotic Options and Credit Derivatives; Appendices