The Banker's Handbook on Credit Risk: Implementing Basel IIAcademic Press, 2008. 4. 23. - 432페이지 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.
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Decomposing Cash Flow A Bankers Primer | 39 |
StepByStep in Getting Started with the ModelingToolkit and Risk Simulator Software Applications | 67 |
Analytical Forecasting and Cash Flow Projections | 119 |
Using Risk Simulator Optimization Proceduresand Basel II Modeling Toolkits CorporateValuation Model | 145 |
Analytical Techniques for Modeling Probability ofDefault Loss Given Default Economic Capital Valueat Risk Portfolio Optimization Hurdle Rates an... | 163 |
Portfolio Optimization | 187 |
Constructing IndustrySpecifi c Credit Rating Systems | 245 |
Building Integrated Exposure Systems | 273 |
Credit Risk Rating and Debt Analysis Credit Premiumand Debt Options | 293 |
Interest Rate Risk Foreign Exchange Risk VolatilityEstimation Risk Hedging Yield Curve Forecasting andAdvanced Forecasting Techniques | 307 |
Exotic Options and Credit Derivatives | 343 |
Getting Started with Real Options SLS Software | 373 |
Measuring Default Probability A Practical Approach | 392 |
Server Based Applications for Running Data Intensive | 399 |
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자주 나오는 단어 및 구문
accounting allocation applied approach ARIMA asset value balance sheet bank bank’s bankers Basel Basel II binomial lattice bond borrower borrower’s Call Option cash flow statement cell click on Risk company’s computed correlation credit risk customers decision variables default probability determine earnings Enron equity estimates Exotic Exotic Options exposure facility Figure File Name financial statements firm firm’s forecast chart foreign exchange funds hedge historical data Illustrative Example income interest rates internal investment liabilities loan loss market value maturity Modeling Toolkit Modeling Toolkit Function module multiple nonlinear obligor operating cash flow p-value parameters percent period portfolio probability of default profit put options ratio Real Options SLS regression Risk Grade risk rating Risk Simulator statistics steps stochastic optimization stochastic process stock price time-series tion tool underlying asset Value at Risk Vasicek model volatility worksheet yield curve
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32 페이지 - A bill of exchange is an unconditional order in writing, addressed by one person to another, signed by the person giving it, requiring the person to whom it is addressed to pay on demand or at a fixed or determinable future time a sum certain in money to or to the order of a specified person, or to bearer.
25 페이지 - December 31, 2006 and the results of their operations and the changes in financial position for the year then ended, in conformity with generally accepted accounting principles applied on a basis consistent with that of the preceding year.
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22 페이지 - Foundation are: (a) to develop, in the public interest, a single set of high quality, understandable and enforceable global accounting standards that require high quality, transparent and comparable information in financial statements...