Retail Credit Risk Management

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.

Table des matières

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.

A propos de l'auteur

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.

Résumé

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.

Détails du produit

• Auteurs: Mario Beccalli Anolli
• Collaboration: M. Anolli (Editeur), Beccalli (Editeur), E Beccalli (Editeur), E. Beccalli (Editeur), T Giordani (Editeur), T. Giordani (Editeur)
• Edition: Palgrave UK
• Langues: Anglais
• Format d'édition: Livre de poche
• Sortie: 14.01.2014
• EAN: 9781349435074
• ISBN: 978-1-349-43507-4
• Pages: 251
• Thèmes: Palgrave Macmillan Studies in Banking and Financial Institutions; Palgrave MacMillan Studies in; Palgrave Macmillan Studies in Banking and Financial Institutions
• Catégories: Sciences sociales, droit, économie > Economie > Economie privée; Management, B, Accounting, Finance, Investment Banking, Corporate Finance, Financial Services, Finance, general, Accounting/Auditing, risk management, Securities, Management & management techniques, Business Finance, Financial Economics, Management science, Investments and Securities, Investment & securities, Management accounting & bookkeeping, Bookkeeping, Palgrave Economics & Finance Collection, Business enterprises—Finance