Retail Credit Risk Management de M. Anolli

Retail Credit Risk Management

M. Anolli

E. Beccalli

T. Giordani

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.

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	Preț	Express
Paperback (1)	852^.51 lei 43-57 zile
Palgrave Macmillan UK – 2013	852^.51 lei 43-57 zile
Hardback (1)	855^.32 lei 43-57 zile
Palgrave Macmillan UK – 29 ian 2013	855^.32 lei 43-57 zile

Preț

Express

Paperback (1)

852^.51 lei 43-57 zile

Palgrave Macmillan UK – 2013

852^.51 lei 43-57 zile

Hardback (1)

855^.32 lei 43-57 zile

Palgrave Macmillan UK – 29 ian 2013

855^.32 lei 43-57 zile

Cuprins

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.

Notă biografică

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