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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.
PART ONE: NEW APPROACHES TO FUNDAMENTAL ANALYSIS
1. The Credit Analysis and the Subprime Mortgage Crisis
2. Introduction to Bank Risk Management
3. International Financial Reporting Standards
4. Multivariate Ratio and Cash Flow Analysis: A Banker’s Guide
5. Credit Analysis of Seasonal Businesses: an Integrated Approach
6. Asset Based Lending
7. Cash Flow Analysis: a Banker’s Guide
8. A Banker’s Primer on Quantitative and Decision Analysis
9. Projections and Risk Assessment
10. The Sustainable Growth and Credit Risk Management
11. Specialized Lending Exposures
12. Recognition and Diagnosis of Troubled Loans
PART TWO: CREDIT ADMINISTRATION
13. Risk Governance
14. Bank Failure, Capital Adequacy, Regulatory Capital Ratios, and Loan Loss Provisioning
15. Quantitative Credit and Market Risk Analysis
16. Portfolio Optimization and Management of Default Risk
17. Exotic Options, Option Engineering, and Credit Risk
18. An Introduction to Credit Derivatives
19. Loan Pricing
20. Global Exposure Tracking Systems
21. Corporate Risk Rating: Design and Application
As a JP Morgan Chase (heritage bank) senior banker, Professor Glantz built a progressive career path specializing in credit analysis and credit risk management, risk grading systems, valuation models, and professional training. He was instrumental in the reorganization and development of the credit analysis module of the Bank's Management Training Program-Finance, which at the time was recognized as one of the foremost training programs in the banking industry.
Professor Glantz is on the (adjunct) finance faculty of the Fordham Graduate School of Business. He has appeared in the Harvard University International Directory of Business and Management Scholars and Research, and has earned Fordham University Deans Award for Faculty Excellence on three occasions. He is a Board Member of the International Standards Board, International Institute of Professional Education and Research (IIPER). The IIPER is a global institute with partners and offices around the world, including the United States, Switzerland, Hong Kong, Mexico, Portugal, Singapore, Nigeria, and Malaysia. Professor Glantz is widely published in financial journals and has authored 8 books.


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