Managing Portfolio Credit Risk in Banks
eBook - PDF

Managing Portfolio Credit Risk in Banks

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Managing Portfolio Credit Risk in Banks

About this book

Credit risk is the risk resulting from the 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 faced by 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 attempts to demystify various standard mathematical and statistical techniques that can be applied to 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.

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Yes, you can access Managing Portfolio Credit Risk in Banks by Arindam Bandyopadhyay in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Cambridge University Press
Year
2016
Print ISBN
9781107146471
eBook ISBN
9781316759233
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Cover
  2. Title
  3. Copyright
  4. Dedication
  5. Contents
  6. Tables, Figures, Charts
  7. Preface
  8. Acknowledgements
  9. Abbreviations
  10. Chapter 1: Introduction to Credit Risk
  11. Chapter 2: Credit Rating Models
  12. Chapter 3: Approaches for Measuring Probability of Default (PD)
  13. Chapter 4: Exposure at Default (EAD) and Loss Given Default (LGD)
  14. Chapter 5: Validation and Stress Testing of Credit Risk Models
  15. Chapter 6: Portfolio Assessment of Credit Risk
  16. Chapter 7: Economic Capital and RAROC
  17. Chapter 8: Basel II IRB Approach of Measuring Credit Risk Regulatory Capital
  18. Index