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Modelling, Pricing, and Hedging Counterparty Credit Exposure $89.95 Modelling, Pricing, and Hedging Counterparty Credit Exposure |
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Exposure $10.49 Exposure |
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Credit Risk Management $65 Credit Risk Management is a comprehensive textbook that looks at the total integrated process for managing credit risk, ranging from the risk assessment of a single obligor to the risk measurement of an entire portfolio. This expert learning tool introduces the principle concepts of credit risk analysis…explains the techniques used for improving the effectiveness of balance sheet management in financial institutions…and shows how to manage credit risks under competitive and realistic conditions. Credit Risk Management presents step-by-step coverage of: The Credit Process_discussing the operational practices and structural processes to implement and create a sound credit environment; The Lending Objectives_explaining the credit selection process that is used to evaluate new business, and describing how transaction risk exposure becomes incorporated into portfolio selection risk; Company Funding Strategies_presenting an overview of the funding strategies on some of the more commonly used financial products in the extension of business credit; Company Specific Risk Evaluation_outlining some fundamental credit analysis applications that can be used to assess transactions through the framework of a risk evaluation guide; Qualitative Specific Risk Evaluation_offering additional approaches to risk evaluate a borrower's industry and management; Credit Risk Measurement_defining the role of credit risk measurement, presenting a basic framework to measure credit risk, and discussing some of the standard measurement applications to quantify the economic loss on a transaction's credit exposure; Credit Portfolio Management_exploring the basic concepts behind credit portfolio management, and highlighting the distinctive factors that drive the management of a portfolio of credit assets compared to a single asset; Credit Rating Systems_analyzing the pivotal role that credit rating systems have come to play in managing credit risk for lenders; The Economics of Credit_showing how the modern credit risk approach has changed the economics of credit in order to achieve more profitable earnings and maintain global stability in the financial markets. Filled with a wide range of study aids, Credit Risk Management is today's best guide to the concepts and practices of modern credit risk management, offering practitioners a detailed roadmap for avoiding lending mishaps and maximizing profits. |
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Solar Uvr Exposure of Schoolchildren $180.02 Excess exposure to solar ultraviolet radiation (UVR) is the only readibly modifiable skin cancer risk factor. To assist with the design and evaluation of child sun protection interventions in schools and the community at large, this first comprehensive study used electronic monitors to record time stamped, secondbysecond UVR exposure of 325 New Zealand primary schoolchildren who kept a diary of their activities and sunprotective practices. They also completed a sunrelated knowledge, attitudes and usual behaviours questionnaire. School principals and Health promoters were interviewed about school and community sun protection efforts. Passive activities were associated with the highest UVR exposure rates compared to active, travel and unclassified pursuits. Girls tended to have higher sun protection scores than boys, but were more likely to sunbathe and use sunscreen. When considering sunrelated knowledge, attitudes and behaviours simultaneously, knowledge was only significantly associated with behaviours when mediated by attitudes. These findings will be developed into child sun protection messages. Author: Wright, Caradee Binding Type: Paperback Number of Pages: 560 Publication Date: 2012/05/02 Language: English Dimensions: 9.00 x 6.00 x 1.25 inches |
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Credit Derivative Strategies $79.95 In the decade since the credit derivatives market started, financial professionals have become increasingly sophisticated. Most books on the subject have not kept pace. Credit Derivative Strategies closes the gap with state-of-the-art techniques for picking credit hedge funds, analyzing event risk, identifying relative value opportunities and managing CDOs. The credit crisis has many people in the financial industry rethinking how to manage their credit risk and exposure. It is now more important than ever for participants in the financial markets -- whether they are trading or not -- to understand these credit products given their increasing impact. The contributors to this book are practicing professionals who honed their craft at some of the industry's most successful companies including: Merrill Lynch, Credit Suisse First Boston, Kenmar Global Investment Management, and Citigroup. |
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Range Factor $71.7 High Quality Content by WIKIPEDIA articles Range Factor (commonly abbreviated RF) is a baseball statistic developed by Bill James. It is calculated by dividing putouts and assists by number of innings or games played at a given defense position. The statistic is premised on the notion that the total number of outs that a player participates in is more relevant in evaluating his defensive play than the percentage of cleanly handled chances as calculated by the conventional statistic fielding percentage. However, some positions (especially first baseman) may have substantially more putouts because of a superior infield around them, that commits fewer errors and turns many double plays, allowing them to receive credit for more putouts. Also, catchers who have a lot of strikeout pitchers on their team will have a high range factor, since catching a third strike is considered a putout. Author: Surhone, Lambert M./ Tennoe, Mariam T./ Henssonow, Susan F. Binding Type: Paperback Number of Pages: 88 Publication Date: 2011/01/05 Language: English Dimensions: 6.00 x 9.02 x 0.21 inches |
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Credit Derivatives Pricing Models $130 The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on pricing, this title is also an excellent complement to other books on the application of credit derivatives. Based on proven techniques that have been tested time and again, this comprehensive resource provides readers with the knowledge and guidance to effectively use credit derivatives pricing models. Filled with relevant examples that are applied to real-world pricing problems, Credit Derivatives Pricing Models paves a clear path for a better understanding of this complex issue. Dr. Philipp J. Schönbucher is a professor at the Swiss Federal Institute of Technology (ETH), Zurich, and has degrees in mathematics from Oxford University and a PhD in economics from Bonn University. He has taught various training courses organized by ICM and CIFT, and lectured at risk conferences for practitioners on credit derivatives pricing, credit risk modeling, and implementation. |
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Credit Engineering for Bankers $89.95 More efficient credit portfolio engineering can increase the decision-making power of bankers and boost the market value of their banks. By implementing robust risk management procedures, bankers can develop comprehensive views of obligors by integrating fundamental and market data into a portfolio framework that treats all instruments similarly. Banks that can implement strategies for uncovering credit risk investments with the highest return per unit of risk can confidently build their businesses. Through chapters on fundamental analysis and credit administration, authors Morton Glantz and Johnathan Mun teach readers how to improve their credit skills and develop logical decision-making processes. As readers acquire new abilities to calculate risks and evaluate portfolios, they learn how credit risk strategies and policies can affect and be affected by credit ratings and global exposure tracking systems. The result is a book that facilitates the discipline of market-oriented portfolio management in the face of unending changes in the financial industry. Concentrates on the practical implementation of credit engineering strategies and tools Demonstrates how bankers can use portfolio analytics to increase their insights about different groups of obligors Investigates ways to improve a portfolio's return on risk while minimizing probability of insolvency |
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Modelling, Pricing, and Hedging Counterparty Credit Exposure : A Technical Guide $87.7 No Synopsis Available |
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Counterparty Credit Risk and Credit Value Adjustment (Hardcover) $125.06 The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions.This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining) and central counterparties. Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) and funding costs (FVA) are also considered at length. Portfolio management and hedging of CVA are described in full. Wrong?way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and credit derivative products. Regulatory capital for counterparty risk, including the recent Basel III requirements for CVA VAR is discussed. The management of counterparty risk within an institution by a "CVA desk" is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full.This book is unique in being practically focused but al |
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Credit Default Swap $81.25 A credit default swap (CDS) is a swap contract in which the buyer of the CDS makes a series of payments to the seller and, in exchange, receives a payoff if a credit instrument (typically a bond or loan) goes into default (fails to pay). Less commonly, the credit event that triggers the payoff can be a company undergoing restructuring, bankruptcy, or even just having its credit rating downgraded. CDS contracts have been compared with insurance, because the buyer pays a premium and, in return, receives a sum of money if one of the events specified in the contract occurs. However, there are a number of differences between CDS and insurance, for example: The buyer of a CDS does not need to own the underlying security or other form of credit exposure; in fact the buyer does not even have to suffer a loss from the default event.In contrast, to purchase insurance, the insured is generally expected to have an insurable interest such as owning a debt obligation; the seller need not be a regulated entity; the seller is not required to maintain any reserves to pay off buyers, although major CDS dealers are subject to bank capital requirements. Author: Miller, Frederic P./ Vandome, Agnes F./ McBrewster, John Binding Type: Paperback Number of Pages: 92 Publication Date: 2009/11/23 Language: English Dimensions: 5.98 x 9.01 x 0.22 inches |
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Corrigan Factor $5.99 Two ships, Alcyone and Solira, an alien vessel, in trouble from unprovoked attacks and in need of help. Two captains, one still aboard his disabled ship, the other picked up by Alcyone's sister ship Electra, and accused of desertion. A daughter eager for reunion with a father she hasn't seen in years. The father who all but abandoned her, who has long been secretly conducting illegal scientific experiments and profiting from the venture. An ambassador in a hurry, eager to take credit for first contact with an alien species. And a minor crew member aboard Electra, whose unexpected abilities eventually unite them all. |
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Counterparty Credit Risk $99 The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions. This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining). Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) are also considered at length. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. A key feature of the credit crisis has been the realisation of wrong-way risks illustrated by the failure of monoline insurance companies. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and, in particular, credit derivative products. Portfolio counterparty risk is covered, together with the regulatory aspects as defined by the Basel II capital requirements. The management of counterparty risk within an institution is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner with any responsibility or interest within the area of counterparty credit risk. |