Retail Credit Risk Management

1. Auflage 2013
ISBN: 978-1-349-43507-4
Verlag: Palgrave Macmillan

Buch, Englisch, 236 Seiten, Format (B × H): 140 mm x 216 mm, Gewicht: 327 g

Reihe: Palgrave Macmillan Studies in Banking and Financial Institutions

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.

Zielgruppe

Research

Autoren/Hrsg.

Anolli, M.

Beccalli, E.

Giordani, T.

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Wirtschaftswissenschaften Betriebswirtschaft Management
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Risikobewertung, Risikotheorie
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Betriebliches Rechnungswesen

Inhaltsverzeichnis

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.

Über Autor(innen)

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.