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_a332.7 _bM266 2008 |
245 | 1 | 0 |
_aManaging credit risk : _bthe great challenge for global financial markets / _cJohn B. Caouette ... [et al.]. |
250 | _a2nd ed. | ||
264 | 3 | 1 |
_aHoboken, N.J. : _bJ. Wiley, _cc2008. |
300 |
_axxvi, 627 páginas : _bilustraciones |
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336 |
_atexto _btxt _2rdacontent |
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337 |
_ano mediado _bn _2rdamedia |
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338 |
_avolumen _bnc _2rdacarrier |
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490 | 0 | _aWiley finance series | |
500 | _aRev. ed. of: Managing credit risk / John B. Caouette, Edward I. Altman, Paul Narayanan. c1998. | ||
504 | _aIncluye bibliografía. | ||
505 | 0 | _aCredit 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. | |
650 | 1 | 4 |
_987300 _aAdministración de créditos. |
650 | 1 | 4 |
_981017 _aAdministración de riesgos. |
650 | 1 | 4 |
_9315875 _aDerivados financieros. |
700 | 1 |
_9183559 _aCaouette, John B., _d1944- . _eautor |
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856 |
_a_ _yTabla de contenido _uhttp://www.loc.gov/catdir/enhancements/fy0826/2007047647-t.html |
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