Retail Credit Risk Management

1. Auflage 2013
ISBN: 978-1-349-43507-4
Verlag: Palgrave Macmillan UK

Buch, Englisch, 236 Seiten, Format (B × H): 140 mm x 216 mm, Gewicht: 327 g

Reihe: Palgrave Macmillan Studies in Banking and Financial Institutions

Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management.

Zielgruppe

Research

Autoren/Hrsg.

Anolli, M.

Giordani, T.

Beccalli, E.

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Management
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Betriebliches Rechnungswesen
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Risikobewertung, Risikotheorie

Inhaltsverzeichnis

List of Tables List of Figures Notes on Contributors PART 1 REGULATORY FRAMEWORK Introduction; Anolli, M., Beccalli, E. PART 2 RISK TAKING: MEASUREMENT, PRICING AND MANAGEMENT The Ever-evolving Basel Accord; Guadalupi, D. Private Individuals: Credit Risk Modeling; Giannasca, C., Giordani, T. SMEs: Credit Risk Modeling; Giovannini, E. The Critical Model Parameter: LGD; Alghisi Manganello, E., Leucari, V. Model Validation; Arfé, A., Gianturco, P. Risk Adjusted Performance Measures; Anolli, M. PART 3 PORTFOLIO CREDIT RISK: MEASUREMENT AND MANAGEMENT Portfolio Credit Risk Modeling; Bocchi, L., Bellini, T. Stress Testing, Capital Planning, and Risk Integration; Bellini, T, Bocchi, L. Portfolio Management; Giordani, T., Giannasca, C. PART 4 OPERATIONAL IMPLICATION IT Systems for Credit Risk Management; Traversini, R., Marmonti, A. A New Retail Credit Risk Management Approach to Cope with the Crisis; Merlin, F.

Über Autor(innen)

MARIO ANOLLI Università Cattolica del Sacro Cuore, Italy
DAMIANO GUADALUPI Banca d'Italia
CORRADO GIANNASCA Barclays Bank, Italy
EMANUELE GIOVANNINI Unicredit Bank, Italy
ELISA ALGHISI MANGANELLO UBI Banca and Barclays Bank
VALENTINA LEUCARI Free-lance Consultant
ANTONIO ARFE Deloitte Consulting
PAOLO GIANTURCO Deloitte Consulting
LORENZO BOCCHI Prometeia Group
TIZIANO BELLINI Prometeia Group
RENZO TRAVERSINI SAS Institute srl, Italy
ANSELMO MARMONTI SAS Institute srl, Italy
FRANCESCO MERLIN McKinsey & Co.