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Credit Engineering for Bankers : a Practical Guide for Bank Lending / Morton Glantz and Jonathan Mun.

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More efficient credit portfolio engineering can increase the decision-making power of bankers and boost the market value of their banks. By implementing robust risk management procedures, bankers can develop comprehensive views of obligors by integrating fundamental and market data into a portfolio...

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Bibliographic Details
Online Access: Full Text (via O'Reilly/Safari)
Main Authors: Glantz, Morton (Author), Mun, Jonathan (Author)
Format: eBook
Language:English
Published: Burlington, MA : Academic Press/Elsevier, 2011.
Edition:2nd edition.
Subjects:
Bank loans > Management.
Credit > Management.
Asset-liability management.
Financial risk management.
Bank management.
Asset-liability management
Bank loans > Management
Bank management
Credit > Management
Financial risk management
Table of Contents:
  • Introduction
  • Part One: New Approaches to Fundamental Analysis
  • Introduction to Loan Decision Making: The Prism Model
  • International Financial Reporting Standards
  • Multivariate Ratio Analysis
  • Credit Analysis of Seasonal Businesses: an Integrated Approach
  • Asset Based Lending
  • Cash Flow Analysis
  • A Primer on Quantitative Risk Analysis Projections and Risk Assessment
  • Sustainable Growth and Credit Risk Management
  • Specialized Lending Risk Rating
  • Recognition, Diagnosis, and Response to Troubled Loans
  • Strategic Real Options Analysis: Managing Risk Through Flexibility.
  • Part Two: Credit Administration
  • Capital Adequacy
  • Quantitative Credit and Market Risk Analysis
  • Portfolio Optimization and Management of Default Risk
  • Options Valuation
  • Exotic Options, Option Engineering, and Credit Risk
  • Credit and Debt Valuation
  • Building Integrated Exposure Systems
  • Building Risk-Adjusted Pricing Models.

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