Managing Bank Risk reformulates proven concepts of credit risk management in the context of contemporary best practice techniques in portfolio management.
Professor Glantz provides print and electronic risk-measuring tools that ensure that credits are made in accordance with bank policy and regulatory requirements, giving bankers the data necessary for judging asset quality and value. The book's two sections, New Approaches to Fundamental Analysis and Credit Administration, show readers ways to assimilate new tools, such as credit derivatives, cash flow computer modeling, distress prediction and workout, interactive risk rating models, and probabilistic default screening, with well-known controls. By following the guidelines of the Basel Committee on Banking Supervision, the book offers useful models, programs, and documents essential for creating a sound credit risk environment, credit granting processes, and appropriate administrative and monitoring controls.
This book is recommended for professionals working in lending industries and graduate students studying commercial banking, financial accounting, financial intermediation, financial studies, and international finance.
- ISBN10 0080510833
- ISBN13 9780080510835
- Publish Date 1 December 2002
- Publish Status Active
- Publish Country US
- Imprint Academic Press
- Format eBook
- Pages 600
- Language English