Banks The Credit Risk of Financial Instruments
Erscheinungsjahr 2016
ISBN: 978-1-349-13247-8
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 269 Seiten, Web PDF
Reihe: Finance and Capital Markets Series
ISBN: 978-1-349-13247-8
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark
Market volatility and competition have each played a significant role in altering the state of banking over the last twenty years. During the 1980s and 1990s banks have been exposed to new types of risks with far different characteristics and magnitudes than those dealt with in the early days of banking. Erik Banks seeks to explore the qualitative and quantitative aspects of risks attributable to financial instruments in today's markets, which are so much a part of banking business throughout the world. Banks describes the credit risks encountered in dealing with financial instruments and establishes a framework for quantifying the risks and applies framework and concepts on a product-by-product basis.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
PART 1 Credit Quality and Risk - Credit Quality and the Maturity Factor - Credit Quality and the Motivation for a Transaction - PART 2 The Risk Adjustment Process - Classification of Risk - Quantifying the Risk Adjustment Process - PART 3 Repurchase and Reverse Repurchase Agreements - US Treasury Securities and Derivatives - Mortgage-Backed Securities and Associated Derivatives - Money Market Instruments - Bonds - Foreign Exchange and Currency Derivatives - Swap and Swap Derivatives - Appendices
