Verfügbarkeit: The handbook of credit portfolio management

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Format:	Buch
Sprache:	English
Veröffentlicht:	New York [u.a.] McGraw-Hill 2009
Schlagworte:	Credit > Management > Handbooks, manuals, etc Risk management > Handbooks, manuals, etc Portfolio management > Handbooks, manuals, etc Kreditmanagement Kreditrisiko
Online-Zugang:	Publisher description Inhaltsverzeichnis
Beschreibung:	XXIX, 472 S. Ill., graph. Darst.
ISBN:	9780071598347 0071598340

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Datensatz im Suchindex

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adam_text	CONTENTS FOREWORD xiii EDITORS xvii CONTRIBUTORS xix PART ONE PERFORMANCE MEASUREMENT Chapter 1_____________________________ Implementing Credit Portfolio Management 3 Thomas Ridder Introduction 3 The Levers of Credit Portfolio Management 5 Organization of Credit Portfolio Management 9 Quantitative Methods in Credit Portfolio Management 14 Conclusion 17 References 18 Chapter 2_____________________________________________________ Credit Portfolio Management: Accounting Implications 21 Christian Burmester Introduction 22 International Financial Reporting Standards 23 Conclusion 36 Acknowledgments 37 Chapter 3_____________________________________________________ The New Basel Capital Framework (Basel II) and Its Impact on Investment Decisions: An Overview 39 Martin Knocinski Introduction 40 Contents The Basel Accord s General Principles 40 Selected Amendments in Basel II 43 Regulatory Treatment of Shares in a Fund according to Basel II 56 Outstanding Issues 60 Relevant Developments within Other Fields and Conclusion 62 References 64 Chapter 4_______________________________________________________ Basel II Expected Loss as a Control Parameter 67 Bernd Appasamy and Uwe Dörr Introduction 67 Discussion: Use of EL in Risk Management 68 Summary and Outlook 77 Chapter 5_______________________________________________________ Credit Risk Capital Allocation and Performance Measurement in Banking Institutions 79 Valerio Poti Introduction 79 Credit Risk Capital 82 Capital Allocation, Cost of Capital, and Performance Measurement 85 Credit Risk Capital Measurement 87 Final Remarks and Directions for Future Research 90 Acknowledgments 91 References 92 PART TWO ___________________________________________________ EVALUATION OF CREDIT RISK Chapter 6_______________________________________________________ Characteristics of Credit Assets and Their Relevance for Credit Asset Management 99 Stephan Bucher and Jochen von Frowein Introduction 99 Credit Types 101 Contents vii Credit Purpose 111 Conclusion 121 References 122 Chapter 7________________________________________________ Default Dependency Modeling: An Introduction to Theory and Application 123 Sabine Bank and Mathias Schwarz Introduction: Default Dependency 124 Modeling Default Dependencies 125 Measuring Credit Risk of CDOs 135 Conclusion 142 References 143 Chapter 8________________________________________________ A Credit Contagion Model for the Dynamics of the Rating Transitions in a Small- and Medium-Sized Enterprises Bank Loan Portfolio 145 Antonella Basso and Riccardo Gusso Introduction 146 Counterparty Risk and Credit Contagion Models 147 Modeling Credit Contagion and Rating Transitions in a Portfolio of Bank Loans 149 Simulation Analysis of Rating Transitions 152 Conclusion 160 References 160 Chapter 9________________________________________________ Copula-Based Credit Rating Model for Evaluating Basket Credit Derivatives 163 Nicolas Papageorgiou, Bruno Rémillard, and Jean-Luc Gardère Introduction 163 Literature Review 164 The Proposed Model 167 Calibration of the Parameters 170 Estimation Results 173 Contents Pricing Multiname Credit Derivatives 176 Conclusion 179 References 180 Chapter 10__________________________ Mark-to-Market Valuation of Illiquid Loans 181 Claas Becker Introduction 181 Building Liquid Generic Curves 182 Building Illiquid Generic Curves 183 The Loan Pricing Algorithm 189 Back Testing 192 Summary 193 References 193 PART THREE ___________________________________________________________ MANAGING CREDIT EXPOSURE Chapter 11______________________________________________________________ A Holistic Approach to Risk Management of Credit Portfolios 197 Christian Burmester Introduction 197 Portfolio Management in the Context of a Bank s Management 198 Risk Management of Portfolios 199 Conclusion 208 References 208 Chapter 12______________________________________________________________ How a Revolution in the Loan Sale Process Transformed the Secondary Market and Portfolio Management 209 J. Kingsley Greenland II and William F. Looney Introduction 210 Evolution of the Secondary Whole Loan Market 211 Buyers: Smart, Savvy, and Global 211 Contents Sellers: Originators of All Sizes Join In 212 How Buyers and Sellers Engage Online 214 Better Portfolio Diagnostics 218 Comparing the Two Approaches 220 Conclusion: It s a New Day for Portfolio Managers 222 Chapter 13__________________________________________________ What Drives the Arrangement Timetable of Bank Loan Syndication? 223 Christophe J. Godlewski Introduction 224 Determinants of Loan Syndication Timetable Arrangement 226 Methodology and Data 234 Results and Discussion 238 Conclusion 241 References 242 Chapter 14__________________________________________________ Credit Default Swap and Other Credit Derivatives: Valuation and Application 247 Ralph Karels Introduction 247 Valuation of Credit Derivatives with Several Underlyings 254 Possible Application and Market Outlook 266 Conclusion 267 References 268 Chapter 15__________________________________________________ Loan-Only Credit Default Swaps 271 Moorad Choudhry Introduction 272 Growth of LCDS 273 Characteristics of LCDS 274 Summary 275 Reference 276 Contents Chapter 16________________________________________________________ Definition and Evaluation of Basket Credit Derivatives and Single-Tranche Collateralized Debt Obligation Swaps 277 Marcus R. W. Martin, Stefan Reitz, and Carsten S. Wehn Introduction 278 Credit Derivatives on Baskets of Reference Assets 278 Evaluation of Basket Default Swaps and CDOs 283 Quotation by a Single-Factor Model 288 Recent Developments and Models for Evaluating STCDO and Basket Credit Derivatives 296 References 299 Chapter 17________________________________________________________ Contingent Credit Portfolio Management: Converting Derivatives Credit Risk into Market 301 Kai Pohl Introduction 302 Determining the Credit Valuation Adjustment 302 Application of the CVA 307 Contingent Credit Portfolio Management 317 PART FOUR CREDIT PORTFOLIO TRANSACTIONS Chapter 18________________________________________________________ Strategies of Hedge Funds and Robust Bayesian Portfolio Allocation in Fixed-Income Markets 325 Roland Fiiss, Dieter G. Kaiser, and Michael Stein Introduction 326 Fixed-Income Hedge Fund Strategies 327 A Robust Bayesian Portfolio Optimization Approach 333 Fixed-Income Portfolio Allocation Including Hedge Fund Strategies 338 Conclusion 343 References 345 Contents Chapter 19_____________________________________________________ Characterization of the iTraxx Indexes and the Role of Credit Index-Linked Constant Proportion Portfolio Insurances 349 Greg N. Gregoriou and Christian Hoppe Introduction 349 The iTraxx Index Family 351 Performance Measurement 356 Credit Index-Linked Constant Proportion Portfolio Insurance 361 Conclusion 365 References 366 Chapter 20_____________________________________________________ Trading the Credit Default Swap Basis: Illustrating Positive and Negative Basis Arbitrage Trades 369 Moorad Choudhry Introduction 370 Relative Value and Trading the Basis 370 Factors Influencing the Basis Package 372 Trade Examples 379 Summary 394 References 394 Chapter 21_____________________________________________________ Securitization of Shipping Loans 397 Christian Kasten and Torsten Seil Introduction 397 HSH Nordbank s Rationale for Securitizing Shipping Loans 398 Ocean Star Transaction Structure 398 Cash Flows 401 Loss Determination 402 Ocean Star Portfolio Risk Modeling and Rating Process 402 Investors 407 Conclusion 408 References 408 Contents Chapter 22______________________________________________ How Cheap Is Zero Cost Protection? 409 Panayiotis Teklos, Michael Sandigursky, Michael Hampden-Turner, and Matt King Introduction 410 Contract Mechanics 410 Constructing a Replicating Strategy 411 Major Risks and Sensitivity Analysis 413 Who Might Use It? 419 Conclusion 420 Chapter 23______________________________________________ Managing Country Risk 423 Nandita Reisinger-Chowdhury Introduction 423 Who Needs to Worry about Sovereign Risk? 424 Why Do We Need Country Risk Management? 424 Country Risk Assessment 426 Sovereign Ratings 437 Setting Country Limits 438 Country Risk Mitigation 439 Conclusion 440 References 441 Chapter 24_______________________________________________ Distressed Credit Assets of German Lending Banks 443 Thomas C. Knecht and Michael Blatz Introduction 444 Conceptual Foundations of Workout Management 446 An Empirical Investigation of Workout Management 452 Conclusion 458 References 459 INDEX 461
adam_txt	CONTENTS FOREWORD xiii EDITORS xvii CONTRIBUTORS xix PART ONE PERFORMANCE MEASUREMENT Chapter 1_ Implementing Credit Portfolio Management 3 Thomas Ridder Introduction 3 The Levers of Credit Portfolio Management 5 Organization of Credit Portfolio Management 9 Quantitative Methods in Credit Portfolio Management 14 Conclusion 17 References 18 Chapter 2_ Credit Portfolio Management: Accounting Implications 21 Christian Burmester Introduction 22 International Financial Reporting Standards 23 Conclusion 36 Acknowledgments 37 Chapter 3_ The New Basel Capital Framework (Basel II) and Its Impact on Investment Decisions: An Overview 39 Martin Knocinski Introduction 40 Contents The Basel Accord's General Principles 40 Selected Amendments in Basel II 43 Regulatory Treatment of Shares in a Fund according to Basel II 56 Outstanding Issues 60 Relevant Developments within Other Fields and Conclusion 62 References 64 Chapter 4_ Basel II Expected Loss as a Control Parameter 67 Bernd Appasamy and Uwe Dörr Introduction 67 Discussion: Use of EL in Risk Management 68 Summary and Outlook 77 Chapter 5_ Credit Risk Capital Allocation and Performance Measurement in Banking Institutions 79 Valerio Poti Introduction 79 Credit Risk Capital 82 Capital Allocation, Cost of Capital, and Performance Measurement 85 Credit Risk Capital Measurement 87 Final Remarks and Directions for Future Research 90 Acknowledgments 91 References 92 PART TWO _ EVALUATION OF CREDIT RISK Chapter 6_ Characteristics of Credit Assets and Their Relevance for Credit Asset Management 99 Stephan Bucher and Jochen von Frowein Introduction 99 Credit Types 101 Contents vii Credit Purpose 111 Conclusion 121 References 122 Chapter 7_ Default Dependency Modeling: An Introduction to Theory and Application 123 Sabine Bank and Mathias Schwarz Introduction: Default Dependency 124 Modeling Default Dependencies 125 Measuring Credit Risk of CDOs 135 Conclusion 142 References 143 Chapter 8_ A Credit Contagion Model for the Dynamics of the Rating Transitions in a Small- and Medium-Sized Enterprises Bank Loan Portfolio 145 Antonella Basso and Riccardo Gusso Introduction 146 Counterparty Risk and Credit Contagion Models 147 Modeling Credit Contagion and Rating Transitions in a Portfolio of Bank Loans 149 Simulation Analysis of Rating Transitions 152 Conclusion 160 References 160 Chapter 9_ Copula-Based Credit Rating Model for Evaluating Basket Credit Derivatives 163 Nicolas Papageorgiou, Bruno Rémillard, and Jean-Luc Gardère Introduction 163 Literature Review 164 The Proposed Model 167 Calibration of the Parameters 170 Estimation Results 173 Contents Pricing Multiname Credit Derivatives 176 Conclusion 179 References 180 Chapter 10_ Mark-to-Market Valuation of Illiquid Loans 181 Claas Becker Introduction 181 Building Liquid Generic Curves 182 Building Illiquid Generic Curves 183 The Loan Pricing Algorithm 189 Back Testing 192 Summary 193 References 193 PART THREE _ MANAGING CREDIT EXPOSURE Chapter 11_ A Holistic Approach to Risk Management of Credit Portfolios 197 Christian Burmester Introduction 197 Portfolio Management in the Context of a Bank's Management 198 Risk Management of Portfolios 199 Conclusion 208 References 208 Chapter 12_ How a Revolution in the Loan Sale Process Transformed the Secondary Market and Portfolio Management 209 J. Kingsley Greenland II and William F. Looney Introduction 210 Evolution of the Secondary Whole Loan Market 211 Buyers: Smart, Savvy, and Global 211 Contents Sellers: Originators of All Sizes Join In 212 How Buyers and Sellers Engage Online 214 Better Portfolio Diagnostics 218 Comparing the Two Approaches 220 Conclusion: It's a New Day for Portfolio Managers 222 Chapter 13_ What Drives the Arrangement Timetable of Bank Loan Syndication? 223 Christophe J. Godlewski Introduction 224 Determinants of Loan Syndication Timetable Arrangement 226 Methodology and Data 234 Results and Discussion 238 Conclusion 241 References 242 Chapter 14_ Credit Default Swap and Other Credit Derivatives: Valuation and Application 247 Ralph Karels Introduction 247 Valuation of Credit Derivatives with Several Underlyings 254 Possible Application and Market Outlook 266 Conclusion 267 References 268 Chapter 15_ Loan-Only Credit Default Swaps 271 Moorad Choudhry Introduction 272 Growth of LCDS 273 Characteristics of LCDS 274 Summary 275 Reference 276 Contents Chapter 16_ Definition and Evaluation of Basket Credit Derivatives and Single-Tranche Collateralized Debt Obligation Swaps 277 Marcus R. W. Martin, Stefan Reitz, and Carsten S. Wehn Introduction 278 Credit Derivatives on Baskets of Reference Assets 278 Evaluation of Basket Default Swaps and CDOs 283 Quotation by a Single-Factor Model 288 Recent Developments and Models for Evaluating STCDO and Basket Credit Derivatives 296 References 299 Chapter 17_ Contingent Credit Portfolio Management: Converting Derivatives Credit Risk into Market 301 Kai Pohl Introduction 302 Determining the Credit Valuation Adjustment 302 Application of the CVA 307 Contingent Credit Portfolio Management 317 PART FOUR CREDIT PORTFOLIO TRANSACTIONS Chapter 18_ Strategies of Hedge Funds and Robust Bayesian Portfolio Allocation in Fixed-Income Markets 325 Roland Fiiss, Dieter G. Kaiser, and Michael Stein Introduction 326 Fixed-Income Hedge Fund Strategies 327 A Robust Bayesian Portfolio Optimization Approach 333 Fixed-Income Portfolio Allocation Including Hedge Fund Strategies 338 Conclusion 343 References 345 Contents Chapter 19_ Characterization of the iTraxx Indexes and the Role of Credit Index-Linked Constant Proportion Portfolio Insurances 349 Greg N. Gregoriou and Christian Hoppe Introduction 349 The iTraxx Index Family 351 Performance Measurement 356 Credit Index-Linked Constant Proportion Portfolio Insurance 361 Conclusion 365 References 366 Chapter 20_ Trading the Credit Default Swap Basis: Illustrating Positive and Negative Basis Arbitrage Trades 369 Moorad Choudhry Introduction 370 Relative Value and Trading the Basis 370 Factors Influencing the Basis Package 372 Trade Examples 379 Summary 394 References 394 Chapter 21_ Securitization of Shipping Loans 397 Christian Kasten and Torsten Seil Introduction 397 HSH Nordbank's Rationale for Securitizing Shipping Loans 398 Ocean Star Transaction Structure 398 Cash Flows 401 Loss Determination 402 Ocean Star Portfolio Risk Modeling and Rating Process 402 Investors 407 Conclusion 408 References 408 Contents Chapter 22_ How Cheap Is "Zero" Cost Protection? 409 Panayiotis Teklos, Michael Sandigursky, Michael Hampden-Turner, and Matt King Introduction 410 Contract Mechanics 410 Constructing a Replicating Strategy 411 Major Risks and Sensitivity Analysis 413 Who Might Use It? 419 Conclusion 420 Chapter 23_ Managing Country Risk 423 Nandita Reisinger-Chowdhury Introduction 423 Who Needs to Worry about Sovereign Risk? 424 Why Do We Need Country Risk Management? 424 Country Risk Assessment 426 Sovereign Ratings 437 Setting Country Limits 438 Country Risk Mitigation 439 Conclusion 440 References 441 Chapter 24_ Distressed Credit Assets of German Lending Banks 443 Thomas C. Knecht and Michael Blatz Introduction 444 Conceptual Foundations of Workout Management 446 An Empirical Investigation of Workout Management 452 Conclusion 458 References 459 INDEX 461
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