The Credit Risk of Financial Instruments (Finance and Capital Markets Series) - Tapa dura

Banks, Erik

 
9780333595930: The Credit Risk of Financial Instruments (Finance and Capital Markets Series)

Sinopsis

PART 1 Credit Quality and Risk - Credit Quality and the Maturity Factor - Credit Quality and the Motivation for a Transaction - PART 2 The Risk Adjustment Process - Classification of Risk - Quantifying the Risk Adjustment Process - PART 3 Repurchase and Reverse Repurchase Agreements - US Treasury Securities and Derivatives - Mortgage-Backed Securities and Associated Derivatives - Money Market Instruments - Bonds - Foreign Exchange and Currency Derivatives - Swap and Swap Derivatives - Appendices

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Reseña del editor

Market volatility and competition have each played a significant role in altering the state of banking over the last twenty years. During the 1980s and 1990s banks have been exposed to new types of risks with far different characteristics and magnitudes than those dealt with in the early days of banking. Erik Banks seeks to explore the qualitative and quantitative aspects of risks attributable to financial instruments in today's markets, which are so much a part of banking business throughout the world. Banks describes the credit risks encountered in dealing with financial instruments and establishes a framework for quantifying the risks and applies framework and concepts on a product-by-product basis.

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Otras ediciones populares con el mismo título

9781349132485: The Credit Risk of Financial Instruments

Edición Destacada

ISBN 10:  1349132489 ISBN 13:  9781349132485
Editorial: Palgrave MacMillan, 2017
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