The Banker's Handbook on Credit Risk 银行家的信用风险手册

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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 handbook Credit Banker handbook The Credit 银行家 Banker