Credit Portfolio Management: A Practitioner’s Guide to the - download pdf or read online

Risk Management

By Michael Hünseler

Credits Portfolio administration is a topical textual content on ways to the energetic administration of credits dangers. The publication is a priceless, modern consultant for portfolio administration practitioners. Its content material includes of 3 major elements: The framework for dealing with credits dangers, energetic credits Portfolio administration in perform and Hedging ideas and toolkits.

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Extra info for Credit Portfolio Management: A Practitioner’s Guide to the Active Management of Credit Risks

Sample text

Tighter regulations call into question the sustainability of the pre-crisis business models of many investment and commercial banks. Easy profits of the boom years are gone and are unlikely to return. But the continued deterioration of banks and brokers earnings also reflects how slow the process of adaption to the new world gets going. In addition, the practice of some banks to mark down their own debt to market 7 See Basel Committee on Banking Supervision (2000). See Basel Committee on Banking Supervision(2006).

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In order to counter dangerous complacency, managers should foster team spirit and common sense. Recognition: Purposeful disregard for risk, either because of personal convictions that are incompatible with the risk appetite or because of a habit of beating the system when it has no serious consequences will let any risk strategy become meaningless. If limits are not taken seriously as a matter of principle or occasionally bowed, giving revenues and budgets a priority, the consequences can be disastrous and can inflict damages throughout the organization.

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