» » Overview of Credit Risk Portfolio Management



Information of news
  • Author: voska89
  • Date: 5-01-2014, 15:45
5-01-2014, 15:45

Overview of Credit Risk Portfolio Management

Category: Tutorials

Overview of Credit Risk Portfolio Management
Overview of Credit Risk Portfolio Management
English | Audio: aac, 44100 Hz, stereo | Video: h264, yuv420p, 960x540, 25.00 fps(r) | 180MB
Genre: E-learning


This video course offers a complete introduction to essential credit portfolio risk management techniques, carefully examining and comparing several of the most widely used models and approaches. Leading consultant and New York Institute of Finance instructor Mayra Rodríguez Valladares thoroughly reviews the use of credit derivatives and other risk mitigation methods as part of a coherent and effective credit portfolio risk management program. Rodríguez Valladares shares deep insights drawn from her extensive experience as a consultant, practitioner, and instructor working with leading private banks, central banks, and regulators worldwide. She begins by illuminating the relationship of credit risk to other risks faced by financial institutions, including market risk, operational risk, and liquidity risk. Next, she presents an integrated view of risk management, including a concise explanation of the evolving roles of credit reporting agencies. Coverage also includes a definition and discussion of internal risk rating systems, a practical explanation of credit risk measurement in relation to the widely-used Value-at-Risk (VaR) approach, a clear explanation of the Options Theoretic Model of credit risk, and a review of the key mitigants of credit risk. Participants will gain deeper insights into exposure, default probability, and expected loss; the Risk-Adjusted Return on Capital (RAROC) methodology; CreditMetrics; options pricing of credit risk, and much more
http://www.ftpress.com/ProductTabs/Details/1812f48b-bac3-4077-9121-ba9ddfab5a75requestUri=http%3A%2F%2Fwww.ftpress.com%2Fstore%2Foverview-of-credit-risk-portfolio-management-new-york-9780132884358&userId=00000000-0000-0000-0000-000000000000



Click my nick to see more my articles

uploaded


Rapidgator.net
Site BBcode/HTML Code:
Dear visitor, you went to the site as unregistered user.
We recommend you Sign up or Login to website under your name.
Information
Would you like to leave your comment? Please Login to your account to leave comments. Don't have an account? You can create a free account now.