[下载] Morton Glantz : The Banker's Handbook on Credit Risk: Imp Basel II

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Handbook on Credit Risk.rar (11.99 MB, 需要: 8 个论坛币) 本附件包括：

• The Banker's Handbook on Credit Risk - Implementing Basel II.pdf

2009-8-18 14:39:10 上传

需要: 8 个论坛币  [购买]

Author :		Glantz, Morton Mun, Johnathan
Title :		The Banker's Handbook on Credit Risk
Subtitle :		Implementing Basel II
Format :		HARDCOVER
Binding :		Hardcover
Edition :		HAR/DVDR
Publisher :		Academic Pr
Publication Date :		Wed, Apr 23 2008
Pages :		420
Story Type :		Management
Weight :		2.15 lbs
Dimensions :		7.5 x 10.25 x 1.25 (W x H x D)
ISBN :		0123736668

Contents
CHAPTER 1 Basel II and Principles for the Management of Credit Risk 1
CHAPTER 2 International Financial Reporting Standards and Basel II 21
CHAPTER 3 Decomposing Cash Flow: A Banker’s Primer 39
CHAPTER 4 Step-By-Step in Getting Started with the Modeling
Toolkit and Risk Simulator Software Applications 67
CHAPTER 5 Analytical Forecasting and Cash Flow Projections 119
CHAPTER 6 Using Risk Simulator Optimization Procedures
and Basel II Modeling Toolkit’s Corporate
Valuation Model 145
CHAPTER 7 Analytical Techniques for Modeling Probability of
Default, Loss Given Default, Economic Capital, Value
at Risk, Portfolio Optimization, Hurdle Rates, and
Rates of Return 163
CHAPTER 8 Portfolio Optimization 187
CHAPTER 9 Loan Pricing and Pricing Model Construction 203
CHAPTER 10 Banker’s Primer on Shareholder Value 217
CHAPTER 11 Banker’s Guide: Valuation Appraisal of Business Clients 229
CHAPTER 12 Constructing Industry-Specifi c Credit Rating Systems 245
CHAPTER 13 Building Integrated Exposure Systems 273
CHAPTER 14 Credit Risk Rating and Debt Analysis (Credit Premium
and Debt Options) 293
CHAPTER 15 Interest Rate Risk, Foreign Exchange Risk, Volatility
Estimation, Risk Hedging, Yield Curve Forecasting, and
Advanced Forecasting Techniques 307
CHAPTER 16 Exotic Options and Credit Derivatives 343
Appendix 1 Getting Started with Real Options SLS Software
Application on Modeling Customizable Exotic and
Real Options 373
Appendix 2 Measuring Default Probability: A Practical Approach 392
Appendix 3 Server Based Applications for Running Data Intensive
Basel II Credit and Market Risk Models 399
Index 413

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关键词：credit risk the banker Basel II handbook Morton handbook Credit Risk Basel

有点像50步和百步之差...
http://www.pinggu.org/bbs/thread-458287-1-1.html

Thanks Thanks

还是这个便宜啊，另外一个要20个币。

8个论坛币还是下载不了的？？？

http://ifile.it/dl

好资料！ 多谢LZ!

呵呵,顶一下吧.

不知道大家的感觉跟我是不是一样,这本书有点像软件的介绍书....
很多篇幅都是在讲如何使用某个Basel II 软件。。。

thanks a lot. it is very useful.