Managing portfolio credit risk in banks:
Credit risk is the risk resulting from uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk in the books of most banks and financial institutions. Potential losses due to high c...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2016
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| Subjects: | |
| Online Access: | BSB01 UBG01 UBR01 Volltext |
| Summary: | Credit risk is the risk resulting from uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk in the books of most banks and financial institutions. Potential losses due to high credit risk can threaten a bank's solvency. After the global financial crisis of 2008, the importance of adopting prudent risk management practices has increased manifold. This book is an attempt to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices derived from the best practices adopted globally, with case studies and data from Indian banks |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 May 2016) |
| Physical Description: | 1 online resource (xxvii, 361 pages) |
| ISBN: | 9781316550915 |
| DOI: | 10.1017/CBO9781316550915 |
Staff View
MARC
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| 505 | 8 | |a Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index | |
| 520 | |a Credit risk is the risk resulting from uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk in the books of most banks and financial institutions. Potential losses due to high credit risk can threaten a bank's solvency. After the global financial crisis of 2008, the importance of adopting prudent risk management practices has increased manifold. This book is an attempt to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices derived from the best practices adopted globally, with case studies and data from Indian banks | ||
| 650 | 4 | |a Bank | |
| 650 | 4 | |a Credit / Management | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Banks and banking | |
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Record in the Search Index
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| any_adam_object | |
| author | Bandyopadhyay, Arindam |
| author_facet | Bandyopadhyay, Arindam |
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| author_sort | Bandyopadhyay, Arindam |
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| collection | ZDB-20-CBO |
| contents | Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index |
| ctrlnum | (ZDB-20-CBO)CR9781316550915 (OCoLC)956312082 (DE-599)BVBBV043694980 |
| dewey-full | 332.1068/1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1068/1 |
| dewey-search | 332.1068/1 |
| dewey-sort | 3332.1068 11 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9781316550915 |
| format | Electronic eBook |
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| id | DE-604.BV043694980 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:32:43Z |
| institution | BVB |
| isbn | 9781316550915 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029107550 |
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| physical | 1 online resource (xxvii, 361 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO UBG_PDA_CBO ZDB-20-CBO UBR_PDA_CBO_Kauf |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Bandyopadhyay, Arindam Verfasser aut Managing portfolio credit risk in banks Arindam Bandyopadhyay Cambridge Cambridge University Press 2016 1 online resource (xxvii, 361 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 May 2016) Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index Credit risk is the risk resulting from uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk in the books of most banks and financial institutions. Potential losses due to high credit risk can threaten a bank's solvency. After the global financial crisis of 2008, the importance of adopting prudent risk management practices has increased manifold. This book is an attempt to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices derived from the best practices adopted globally, with case studies and data from Indian banks Bank Credit / Management Risk management Banks and banking Erscheint auch als Druckausgabe 978-1-107-14647-1 https://doi.org/10.1017/CBO9781316550915 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Bandyopadhyay, Arindam Managing portfolio credit risk in banks Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfolio assessment of credit risk: default correlation, asset correlation and loss estimation -- Economic capital and raroc -- Basel II IRB approach of measuring credit risk regulatory capital -- Index Bank Credit / Management Risk management Banks and banking |
| title | Managing portfolio credit risk in banks |
| title_auth | Managing portfolio credit risk in banks |
| title_exact_search | Managing portfolio credit risk in banks |
| title_full | Managing portfolio credit risk in banks Arindam Bandyopadhyay |
| title_fullStr | Managing portfolio credit risk in banks Arindam Bandyopadhyay |
| title_full_unstemmed | Managing portfolio credit risk in banks Arindam Bandyopadhyay |
| title_short | Managing portfolio credit risk in banks |
| title_sort | managing portfolio credit risk in banks |
| topic | Bank Credit / Management Risk management Banks and banking |
| topic_facet | Bank Credit / Management Risk management Banks and banking |
| url | https://doi.org/10.1017/CBO9781316550915 |
| work_keys_str_mv | AT bandyopadhyayarindam managingportfoliocreditriskinbanks |