Managing bank risk

An introduction to broad-base credit engineering

Morton Glantz

668 pages, parution le 12/05/2004

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Résumé

Featuring new credit engineering tools. Managing Bank Risk combines innovative analytic methods with traditional credit management processes. Professor Glantz provides print and electronic risk-measuring tools that ensure credits are made in accordance with bank policy and regulatory requirements, thus equipping bankers with the necessary data to judge asset quality and value.

In chapters on 'New Approaches to Fundamental Analysis' and 'Credit Administration', Managing Bank Risk shows readers how to assimilate new tools such as credit derivatives, cash flow computer modeling, distress prediction and workout, interactive risk rating models and probabilistic default screening, with well known controls. By following the guidelines of the Basel Committee on Banking Supervision, Managing Bank Risk offers useful models, programs and documents essential for creating a sound credit risk environment, credit granting processes and appropriate administrative and monitoring controls.

L'auteur - Morton Glantz

(New York City) is the founder of Mort Glantz Associates.

Sommaire

New approaches to fundamental analysis
Credit administration

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Academic Press
Auteur(s)	Morton Glantz
Parution	12/05/2004
Nb. de pages	668
Format	15,5 x 23,5
Couverture	Relié
Poids	1055g
Intérieur	Noir et Blanc
EAN13	9780122857850
ISBN13	978-0-12-285785-0