Credit Engineering for Bankers: A Practical Guide for Bank Lending by Morton Glantz, Johnathan Mun | | Hardcover | Barnes & Noble
Credit Engineering for Bankers: A Practical Guide for Bank Lending / Edition 2
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Credit Engineering for Bankers: A Practical Guide for Bank Lending / Edition 2

by Morton Glantz, Johnathan Mun
     
 

ISBN-10: 0123785855

ISBN-13: 9780123785855

Pub. Date: 11/15/2010

Publisher: Elsevier Science

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

Overview

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.

  • Concentrates on the practical implementation of credit engineering strategies and tools
  • Demonstrates how bankers can use portfolio analytics to increase their insights about different groups of obligors
  • Investigates ways to improve a portfolio’s return on risk while minimizing probability of insolvency

Product Details

ISBN-13:
9780123785855
Publisher:
Elsevier Science
Publication date:
11/15/2010
Pages:
556
Product dimensions:
6.10(w) x 9.10(h) x 1.20(d)

Table of Contents

Foreword xi

Introduction xvii

About The Authors xxiii

Part 1 New Approaches to Fundamental Analysis 1

1 Introduction to Loan Decision Making: The Prism Model 3

2 International Financial Reporting Standards 17

3 Multivariate Ratio Analysis 37

4 Credit Analysis of Seasonal Businesses: An Integrated Approach 61

5 Asset-based Lending 79

6 Cash Flow Analysis 99

7 A Primer on Quantitative Risk Analysis 129

8 Projections and Risk Assessment 185

9 Sustainable Growth and Credit Risk Management 237

10 Specialized Lending Risk Rating 253

11 Recognition, Diagnosis, and Response to Troubled Loans 269

12 Strategic Real Options Analysis: Managing Risk Through Flexibility 295

Part 2 Credit Administration 309

13 Capital Adequacy 311

14 Quantitative Credit and Market Risk Analysis 333

15 Portfolio Optimization and Management of Default Risk 377

16 Options Valuation 409

17 Exotic Options, Options Engineering, and Credit Risk 431

18 Credit and Debt Valuation 453

19 Building Integrated Exposure Systems 469

20 Building Risk-Adjusted Pricing Models 489

Index 507

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