Managing Credit Risk in Corporate Bond Portfolios

Managing Credit Risk in Corporate Bond Portfolios
Author :
Publisher : John Wiley & Sons
Total Pages : 256
Release :
ISBN-10 : 9780471488323
ISBN-13 : 0471488321
Rating : 4/5 (23 Downloads)

Book Synopsis Managing Credit Risk in Corporate Bond Portfolios by : Srichander Ramaswamy

Download or read book Managing Credit Risk in Corporate Bond Portfolios written by Srichander Ramaswamy and published by John Wiley & Sons. This book was released on 2004-03-29 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of a corporate bond portfolioagainst its benchmark. This comprehensive guide explores a widerange of topics surrounding credit risk and bond portfolios,including the similarities and differences between corporate andgovernment bond portfolios, yield curve risk, default and creditmigration risk, Monte Carlo simulation techniques, and portfolioselection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head ofInvestment Analysis at the Bank for International Settlements (BIS)in Basel, Switzerland, and Adjunct Professor of Banking andFinance, University of Lausanne.


Managing Credit Risk in Corporate Bond Portfolios Related Books

Managing Credit Risk in Corporate Bond Portfolios
Language: en
Pages: 256
Authors: Srichander Ramaswamy
Categories: Business & Economics
Type: BOOK - Published: 2004-03-29 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of
Active Credit Portfolio Management
Language: en
Pages: 581
Authors: Jochen Felsenheimer
Categories: Business & Economics
Type: BOOK - Published: 2006-03-10 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market, which exceeds EUR 350bn
Bond Portfolio Investing and Risk Management
Language: en
Pages: 321
Authors: Vineer Bhansali
Categories: Business & Economics
Type: BOOK - Published: 2010-09-17 - Publisher: McGraw Hill Professional

DOWNLOAD EBOOK

Learn the fine art of risk measurement and control—from a senior member of PIMCO! Bond Portfolio Investing and Risk Management is designed for one purpose—t
Credit Portfolio Management
Language: en
Pages: 473
Authors: Michael Hünseler
Categories: Business & Economics
Type: BOOK - Published: 2013-07-30 - Publisher: Springer

DOWNLOAD EBOOK

Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio man
Quantitative Credit Portfolio Management
Language: en
Pages: 421
Authors: Arik Ben Dor
Categories: Business & Economics
Type: BOOK - Published: 2011-11-08 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer se