Retail Credit Risk Management

Häftad, Engelska, 2013

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Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management.

Produktinformation

Utgivningsdatum2013-01-01
Mått140 x 216 x undefined mm
FormatHäftad
SpråkEngelska
SeriePalgrave Macmillan Studies in Banking and Financial Institutions
Antal sidor236
FörlagPalgrave Macmillan
ISBN9781349435074

Tillhör följande kategorier

MARIO ANOLLI Università Cattolica del Sacro Cuore, Italy DAMIANO GUADALUPI Banca d'ItaliaCORRADO GIANNASCA Barclays Bank, Italy EMANUELE GIOVANNINI Unicredit Bank, ItalyELISA ALGHISI MANGANELLO UBI Banca and Barclays Bank VALENTINA LEUCARI Free-lance ConsultantANTONIO ARFE Deloitte Consulting PAOLO GIANTURCO Deloitte Consulting LORENZO BOCCHI Prometeia Group TIZIANO BELLINI Prometeia GroupRENZO TRAVERSINI SAS Institute srl, Italy ANSELMO MARMONTI SAS Institute srl, ItalyFRANCESCO MERLIN McKinsey & Co.

List of Tables List of Figures Notes on Contributors 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; Arfé, 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.