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Description:
Featuring new credit engineering tools, Managing Bank Risk
combines innovative analytic methods with traditional credit management
processes. Professor Glantz provides print and electronic risk-measuring
tools that ensure credits are made in accordance with bank policy
and regulatory requirements, giving bankers with the data necessary
for judging asset quality and value.
The book's two sections, "New Approaches to Fundamental Analysis"
and "Credit Administration," show readers ways to assimilate
new tools, such as credit derivatives, cash flow computer modeling,
distress prediction and workout, interactive risk rating models,
and probabilistic default screening, with well-known controls. By
following the guidelines of the Basel Committee on Banking Supervision,
Managing Bank Risk offers useful models, programs, and documents
essential for creating a sound credit risk environment, credit granting
processes, and appropriate administrative and monitoring controls.
This book includes features such as:
- Chapter-concluding questions
- Case studies illustrating all major tools
- EDF(tm) Credit Measure provided by KMV, the world's leading
provide of market-based quantitative credit risk products
- Library of internet links directs readers to information on
evolving credit disciplines, such as portfolio management, credit
derivatives, risk rating, and financial analysis
- CD-ROM containing interactive models and a useful document collection
This textbook contains several sections that specifically use and
discuss the tools of Crystal Ball Professional Edition. Crystal
Ball is featured in the Projections and Risk Assessment and Pricing
Models chapters. CB Predictor and OptQuest are mentioned in the
Projections and Risk Assessment chapter. The book also includes
an appendix on probability distribution definitions and a banker's
primer on real options.
Details:
Published 2002 by Academic Press, Copyright 1999, 667 pages, ISBN:
0122857852. Includes quick demos (demonstration slideshows) of
Crystal Ball 2000 Professional Edition and a working demo of Real
Options Analysis Toolkit on CD.
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