Overview of Credit Risk Portfolio Management New York Institute of Finance Virtual Class
This video course offers a complete introduction to essential credit portfolio risk management techniques, carefully examining and comparing several of the most widely used models and approaches. Leading consultant and New York Institute of Finance instructor Mayra Rodríguez Valladares thoroughly re...
| Autores Corporativos: | , |
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| Idioma: | Inglés |
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Pearson
2011.
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| Edición: | 1st edition |
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629140606719 |
| Sumario: | This video course offers a complete introduction to essential credit portfolio risk management techniques, carefully examining and comparing several of the most widely used models and approaches. Leading consultant and New York Institute of Finance instructor Mayra Rodríguez Valladares thoroughly reviews the use of credit derivatives and other risk mitigation methods as part of a coherent and effective credit portfolio risk management program. Rodríguez Valladares shares deep insights drawn from her extensive experience as a consultant, practitioner, and instructor working with leading private banks, central banks, and regulators worldwide. She begins by illuminating the relationship of credit risk to other risks faced by financial institutions, including market risk, operational risk, and liquidity risk. Next, she presents an integrated view of risk management, including a concise explanation of the evolving roles of credit reporting agencies. Coverage also includes a definition and discussion of internal risk rating systems, a practical explanation of credit risk measurement in relation to the widely-used Value-at-Risk (VaR) approach, a clear explanation of the Options Theoretic Model of credit risk, and a review of the key mitigants of credit risk. Participants will gain deeper insights into exposure, default probability, and expected loss; the Risk-Adjusted Return on Capital (RAROC) methodology; CreditMetrics; options pricing of credit risk, and much more. LIMITATION OF LIABILITY AND DISCLAIMER WHILE NYIF ENDEAVORS TO PROVIDE PRODUCTS THAT ARE CURRENT AND UP-TO-DATE, THESE PRODUCTS ARE PROVIDED ON AN "AS IS" BASIS. TO THE MAXIMUM EXTENT PERMITTED BY LAW, NYIF DISCLAIMS ALL WARRANTIES OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING, WITHOUT LIMITATION, IMPLIED WARRANTIES OF MERCHANTABILITY, OR FITNESS FOR A PARTICULAR PURPOSE, OR OF A PARTICULAR RESULT. NYIF DOES NOT WARRANT THAT ANY PRODUCT WILL MEET ANY PARTICULAR REQUIREMENTS OR NEEDS, OR THAT THE CONTENT WILL BE ERROR-FREE. NEITHER NYIF NOR ITS LICENSORS SHALL HAVE ANY LIABILITY WITH RESPECT TO ANY LOSS OR DAMAGE CAUSED OR ALLEGED TO HAVE BEEN CAUSED DIRECTLY OR INDIRECTLY BY THE CONTENT OR YOUR USE AND/OR RELIANCE ON THE CONTENT OF ANY PRODUCT PROVIDED BY NYIF, INCLUDING, BUT NOT LIMITED TO, LOSS OF PROFITS OR REVENUE, HOWEVER CAUSED AND UNDER ANY THEORY OF LIABILITY, WHETHER OR NOT NYIF AND/OR ITS LICENSORS HAVE BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES. IN NO EVENT SHALL NYIF... |
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| Notas: | Title and publisher from title screen. Date of publication from resource description page (viewed Oct. 17, 2011). "New York Institute of Finance virtual class"--Title screen. |
| Descripción Física: | 1 online resource (1 video file, approximately 51 min.) |
