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Credit Portfolio Management A Practitioner's Guide to the Active Management of Credit Risks




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Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 01/2013
Edizione: 1st ed. 2013





Trama

Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio management practitioners. Its content comprises of three main parts: The framework for managing credit risks, Active Credit Portfolio Management in practice and Hedging techniques and toolkits.




Sommario

  The Case for Credit Portfolio Management Credit Risk Strategies What if: Credit Risk Stress Testing Evolution of Portfolio Management Business Models Accounting Complexity and Implications Regulatory capital managment under Basel II CDS: Hedging of Issuer and Counterparty Risk Loan Credit Derivatives, Sub-participations and Credit Indices Hedge Strategies for Baskets, Swaptions and Macro Hedges  




Autore

Michael Hünseler is currently Head of Credit Portfolio Management at Assenagon Asset Management. Previously, he was Head of Credit Risk Strategies and Analytics at Unicredit Group, and Head of Active Credit Portfolio Management at Hypovereinsbank. Prior to this, Michael was responsible for developing the corporate bond, high yield and structured products business as Head of Credit at Deka Investment. Michael is one of 50 people who were honored in the Credit Magazine's Hall of Fame for his achievements in the European corporate debt market, and was awarded "Credit Portfolio Manager Of The Year 2007" by Risk magazine.











Altre Informazioni

ISBN:

9781349351626

Condizione: Nuovo
Collana: Global Financial Markets
Dimensioni: 235 x 155 mm
Formato: Brossura
Illustration Notes:XXV, 260 p.
Pagine Arabe: 260
Pagine Romane: xxv


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