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· 제목 : Credit Portfolio Management (Hardcover)
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780471324157
· 쪽수 : 352쪽
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780471324157
· 쪽수 : 352쪽
목차
Chapter 1. The Revolution in Credit—Capital Is the Key.
PART 1. THE CREDIT PORTFOLIO MANAGEMENT PROCESS.
Chapter 2. Modern Portfolio Theory and Elements of the Portfolio Modeling Process.
Chapter 3. Data Requirements and Sources for Credit Portfolio Management.
Chapter 4. Credit Portfolio Models.
PART 2. TOOLS TO MANAGE A PORTFOLIO OF CREDIT ASSETS.
Chapter 5. Loan Sales and Trading.
Chapter 6. Credit Derivatives.
Chapter 7. Securitization.
PART 3. CAPITAL ATTRIBUTION AND ALLOCATION.
Chapter 8. Capital Attribution and Allocation.
Appendix: Statistics for Credit Portfolio Management.
References.
Index.
