Credit Portfolio Management: A Portfolio Approach to Risk by Charles Smithson

By Charles Smithson

A state-of-the-art textual content on credits portfolio management
credits danger. a couple of marketplace components are inflicting innovative alterations within the means it really is measured and controlled at monetary associations. Charles Smithson, writer of the bestselling coping with monetary danger, introduces a portfolio administration method of credits in his most up-to-date e-book. figuring out how one can deal with the inherent dangers of this industry has turn into more and more vital through the years. credits Portfolio administration offers readers with a whole realizing of the choice techniques to credits danger dimension and portfolio administration. This definitive consultant discusses the pricing and coping with of credits dangers linked to quite a few off-balance-sheet items reminiscent of credits default swaps, overall go back swaps, first-to-default baskets, and credits unfold strategies; in addition to on-balance-sheet custom-made established items equivalent to credit-linked notes, repackage notes, and artificial collateralized debt tasks (CDOs). jam-packed with specialist perception and recommendation, this publication is a must-read for all credits professionals.
Charles W. Smithson, PhD (New York, NY), is the coping with companion of Rutter affiliates and government Director of the overseas organization of credits Portfolio Managers (IACPM). he's the writer of 5 books, together with The instruction manual of economic Engineering and dealing with monetary probability (now in its 3rd Edition).

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