TY  - BOOK
AU  - Caouette,John B.
TI  - Managing credit risk: the great challenge for global financial markets 
T2  - Wiley finance series
SN  - 0470118725
U1  - 332.7 
PY  - 2008///
CY  - Hoboken, N.J.
PB  - J. Wiley
KW  - Administración de créditos
KW  - Administración de riesgos
KW  - Derivados financieros
N1  - Rev. ed. of: Managing credit risk / John B. Caouette, Edward I. Altman, Paul Narayanan. c1998; Incluye bibliografía; Credit risk: the great challenge for the global economy -- Credit culture -- Classic industry players: banks, savings institutions, insurance: companies, finance companies, and special purpose entities -- The portfolio managers: investment managers, mutual funds, pension funds, and hedge funds -- Structural hubs: clearinghouses, derivative product companies, and exchanges -- The rating agencies -- Classic credit analysis -- Asset-based lending and lease finance -- Introduction to credit risk models -- Credit risk models based upon accounting data and market values -- Corporate credit risk models based on stock price -- Consumer finance models -- Credit models for small business, real estate, and financial institutions -- Testing and implementation of credit risk models -- About corporate default rates -- Default recovery rates and LGD in credit risk modeling and practice -- Credit risk migration -- Introduction to portfolio approaches -- Economic capital and capital allocation -- Application of portfolio approaches -- Credit derivatives -- Counterparty risk -- Country risk models -- Structured finance -- New markets, new players, new ways to play -- Market chaos and a reversion to the mean: the rediscovery of culture as a credit risk management tool
UR  - http://www.loc.gov/catdir/enhancements/fy0826/2007047647-t.html
ER  -