Corporate Credit Risk Management

Inhaltsverzeichnis

1 Introduction

2 Methodology
2.1 Interview description
2.2 Case-study research methodology
2.3 Review of the methodology applied in this thesis
2.4 Extension of scope of the research project
2.5 Conclusion

3 Customer credit risk
3.1 Introduction
3.2 Organisation of customer credit management
3.3 General organizational issues
3.4 IT foundation for credit management and credit information data model (CIDM)
3.5 Exposure aggregation
3.6 Collecting and utilizing external credit data
3.7 The credit assessment process
3.8 Portfolio reporting and risk measurement
3.9 Risk communication
3.10 Credit profitability and risk management
3.11 IT environment
3.12 Improving the credit risk process
3.13 Outlook

4 Counterparty credit risk
4.1 Introduction and motivation of research
4.2 Organization of CCR
4.3 IT foundation for CCR and the CCR data model
4.4 Exposure aggregation
4.5 The credit assessment process
4.6 Portfolio reporting and risk measurement
4.7 Risk management
4.8 Evaluation of a specific CCR concept
4.9 Outlook

5 Extended studies
5.1 Credit insurance
5.2 Risk Management in times of financial crisis
5.3 Country risk management
5.4 Limit assignment rules – choosing the right one
5.5 Analyzing a potential credit risk portfolio
5.6 Integrating counterparty credit risk and customer credit risk
5.7 Comparison of practices between Europe and Brazil
5.8 Conclusion of chapter on extended studies

6 Conclusion
Band 89

Corporate Credit Risk Management

Buch (Taschenbuch, Englisch)

62,00 €

inkl. gesetzl. MwSt.

Beschreibung

Details

Einband

Taschenbuch

Erscheinungsdatum

24.02.2014

Verlag

Josef Eul Verlag

Seitenzahl

298

Maße (L/B/H)

21/14,8/2,1 cm

Beschreibung

Details

Einband

Taschenbuch

Erscheinungsdatum

24.02.2014

Verlag

Josef Eul Verlag

Seitenzahl

298

Maße (L/B/H)

21/14,8/2,1 cm

Gewicht

471 g

Auflage

1

Sprache

Englisch

ISBN

978-3-8441-0309-0

Weitere Bände von Finanzierung, Kapitalmarkt und Banken

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  • Corporate Credit Risk Management
  • 1 Introduction

    2 Methodology
    2.1 Interview description
    2.2 Case-study research methodology
    2.3 Review of the methodology applied in this thesis
    2.4 Extension of scope of the research project
    2.5 Conclusion

    3 Customer credit risk
    3.1 Introduction
    3.2 Organisation of customer credit management
    3.3 General organizational issues
    3.4 IT foundation for credit management and credit information data model (CIDM)
    3.5 Exposure aggregation
    3.6 Collecting and utilizing external credit data
    3.7 The credit assessment process
    3.8 Portfolio reporting and risk measurement
    3.9 Risk communication
    3.10 Credit profitability and risk management
    3.11 IT environment
    3.12 Improving the credit risk process
    3.13 Outlook

    4 Counterparty credit risk
    4.1 Introduction and motivation of research
    4.2 Organization of CCR
    4.3 IT foundation for CCR and the CCR data model
    4.4 Exposure aggregation
    4.5 The credit assessment process
    4.6 Portfolio reporting and risk measurement
    4.7 Risk management
    4.8 Evaluation of a specific CCR concept
    4.9 Outlook

    5 Extended studies
    5.1 Credit insurance
    5.2 Risk Management in times of financial crisis
    5.3 Country risk management
    5.4 Limit assignment rules – choosing the right one
    5.5 Analyzing a potential credit risk portfolio
    5.6 Integrating counterparty credit risk and customer credit risk
    5.7 Comparison of practices between Europe and Brazil
    5.8 Conclusion of chapter on extended studies

    6 Conclusion