基本信息·出版社：Academic Press ·页码：432 页 ·出版日期：2008年05月 ·ISBN：0123736668 ·条形码：9780123736666 ·装帧：精装 ·正文语种：英语 ...
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The Banker's Handbook on Credit Risk: Implementing Basel II |
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The Banker's Handbook on Credit Risk: Implementing Basel II |
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基本信息·出版社：Academic Press
·页码：432 页
·出版日期：2008年05月
·ISBN：0123736668
·条形码：9780123736666
·装帧：精装
·正文语种：英语
内容简介 在线阅读本书
The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a "new tools" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-based Monte Carlo simulation, portfolio optimization) and real options analysis (strategic options and decision analysis). This book is targeted at banking practitioners and financial analysts who require the algorithms, examples, models, and insights in solving more advanced and even esoteric problems.
The book comes complete with a DVD filled with sample modeling videos, case studies, and software applications to help the reader get started immediately. The various trial software applications included allows the reader to quickly access the approximately 670 modeling functions, 250 analytical model templates, and powerful risk-based simulation software to help in the understanding and learning of the concepts covered in the book, and also to use the embedded functions and algorithms in their own models. In addition, the reader can get started quickly in running risk-based Monte Carlo simulations, run advanced forecasting methods, and perform optimization on a myriad of situations, as well as structure and solve customized real options and financial options problems.
* Only book to show bankers step by step how to comply with Basel II regulations on credit risk
* Over 150 hands-on software applications included on the DVD accompanying the book, including sample modeling videos
* Provides all the latest quantitative tools
作者简介 Morton Glantz has an accomplished career in diversified banking and corporate environments, having worked in strategic planning, business development, operations, finance, administration, and management. As a Vice President of Chemical Bank, he specialized in credit analysis and credit risk management, risk grading systems, and valuation models. He is a Professor of Finance at the Fordham Graduate School of Business and three times has earned the Fordham University Deans Award for Faculty Excellence, a school record. For Euromoney Training, he travels worldwide teaching professional level seminars on financial and valuation analysis, strategic financial modeling, bank loan portfolio management, credit risk management, and related subjects. Dr. Johnathan C. Mun is the founder and CEO of Real Options Valuation, Inc., a consulting, training, and software development firm specializing in strategic real options, financial valuation, Monte Carlo simulation, stochastic forecasting, optimization, and risk analysis located in northern California. He is also the Chairman of the International Institute of Professional Education and Research (IIPER), an accredited global organization providing the Certified in Risk Management (CRM) designation among others, staffed by professors from named universities from around the world. He is also the creator of the Real Options Super Lattice Solver software, Risk Simulator software, and Employee Stock Options Valuation software at the firm, as well as the risk analysis Training DVD and he holds public seminars on risk analysis and Certified in Risk Management (CRM) programs. He has authored eight books including Modeling Risk: Applying Monte Carlo Simulation, Real Options, Optimization, and Forecasting, (Wiley 2006), Real Options Analysis: Tools and Techniques, First and Second Editions (Wiley 2003 and 2005), Real Options Analysis Course: Business Cases (Wiley 2003), Applied Risk Analysis: Moving Beyond Uncertainty (Wiley 2003), Valuing Employee Stock Options (Wiley 2004), and others. His books and software are being used at top universities around the world (including the Bern Institute in Germany, Chung-Ang University in South Korea, Georgetown University, ITESM in Mexico, Massachusetts Institute of Technology, Naval Postgraduate School, New York University, Stockholm University in Sweden, University of the Andes in Chile, University of Chile, University of Pennsylvania Wharton School, University of York in the United Kingdom, and Edinburgh University in Scotland, among others).
编辑推荐 Review "The Banker's Handbook on Credit Risk is an indispensable reference for bankers and others concerned with credit risk to understand how to fully and properly utilize models in the management of credit risk. The comprehensive combination of explanatory text and over 150 working models in the book and accompanying DVD make it a key reference book for bankers. Most importantly, use of this Handbook and its accompanying models will move us forward in achieving sorely needed improvement in the management and regulatory oversight of credit risk in the financial system." George J. Vojta, Chairman and CEO, The Westchester Group, Champaign, Illinois, USA "What sets Dr. Johnathan Mun's work apart from other writers and practitioners of quantitative risk analysis, is its startling clarity and real practical application to both the real world of risk analysis, and the processes by which we must make decisions under uncertainty. At GECC, we use both Dr. Mun's Risk Simulator and his Real Options software. Every book he has ever written is lined up within easy reach on my office bookshelf. His latest book, written with Morton Glantz, a well-known scholar in International Banking and Risk Management, is another gem. Read The Banker's Handbook on Credit Risk to see what two of he most original thinkers in quantitative risk analysis in the world today have to say about credit risk." Brian Watt, CRM Chief Risk Officer, Chief Financial Officer, GECC - Certified in Risk Management "This is a hands-on book filled with practical applications that are academically sound, written by two practitioners who are also professors, bringing with them a wealth of experience on how to successfully put these theories into practice. The Banker's Handbook on Credit Risk will be an extremely valuable addition to any banker's knowledge base and analytical tool set." Richard Kish, Ph.D. - Professor of Finance and Chair Perella Department of Finance, Lehigh University, Bethlehem, PA, USA
The Bankers Handbook on Credit Risk is an indispensable reference for bankers and others concerned with credit risk o understand how to fully and properly utilize models in the management of credit risk. The comprehensive combination of explanatory text and over 150 working models in the book and accompanying DVD make it a key reference book for bankers. Most importantly, use of this Handbook and its accompanying models will move us forward in achieving sorely needed improvement in the management and regulatory oversight of credit risk in the financial system.
George J. Vojta, Chairman and CEO, The Westchester Group, Champaign, Illinois, USA
"What sets Dr. Johnathan Mun's work apart from other writers and practitioners of quantitative risk analysis, is its startling clarity and real practical application to both the real world of risk analysis, and the processes by which we must make decisions under uncertainty. At GECC, we use both Dr. Mun's Risk Simulator and his Real Options software. Every book he has ever written is lined up within easy reach on my office bookshelf. His latest book, written with Morton Glantz, a well-known scholar in International Banking and Risk Management, is another gem. Read
The Banker's Handbook on Credit Risk to see what two of he most original thinkers in quantitative risk analysis in the world today have to say about credit risk."
Brian Watt, CRM Chief Risk Officer, Chief Financial Officer, GECC - Certified in Risk Management
"This is a hands-on book filled with practical applications that are academically sound, written by two practitioners who are also professors, bringing with them a wealth of experience on how to successfully put these theories into practice.
The Banker's Handbook on Credit Risk will be an extremely valuable addition to any banker's knowledge base and analytical tool set."
Richard Kish, Ph.D. - Professor of Finance and Chair Perella Department of Finance, Lehigh University, Bethlehem, PA, USA --Richard Kish, Ph.D. - Professor of Finance and Chair Perella Department of Finance, Lehigh University, Bethlehem, PA, USA
Review "
The Banker's Handbook on Credit Risk is an indispensable reference for bankers and others concerned with credit risk to understand how to fully and properly utilize models in the management of credit risk. The comprehensive combination of explanatory text and over 150 working models in the book and accompanying DVD make it a key reference book for bankers. Most importantly, use of this Handbook and its accompanying models will move us forward in achieving sorely needed improvement in the management and regulatory oversight of credit risk in the financial system."
George J. Vojta, Chairman and CEO, The Westchester Group, Champaign, Illinois, USA
"What sets Dr. Johnathan Mun's work apart from other writers and practitioners of quantitative risk analysis, is its startling clarity and real practical application to both the real world of risk analysis, and the processes by which we must make decisions under uncertainty. At GECC, we use both Dr. Mun's Risk Simulator and his Real Options software. Every book he has ever written is lined up within easy reach on my office bookshelf. His latest book, written with Morton Glantz, a well-known scholar in International Banking and Risk Management, is another gem. Read
The Banker's Handbook on Credit Risk to see what two of he most original thinkers in quantitative risk analysis in the world today have to say about credit risk."
Brian Watt, CRM Chief Risk Officer, Chief Financial Officer, GECC - Certified in Risk Management
"This is a hands-on book filled with practical applications that are academically sound, written by two practitioners who are also professors, bringing with them a wealth of experience on how to successfully put these theories into practice.
The Banker's Handbook on Credit Risk will be an extremely valuable addition to any banker's knowledge base and analytical tool set."
Richard Kish, Ph.D. - Professor of Finance and Chair Perella Department of Finance, Lehigh University, Bethlehem, PA, USA
