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Title Retail credit risk management / edited by Mario Anolli, Elena Beccalli and Tommaso Giordani
Published Houndmills, Basingstoke, Hampshire : Palgrave Macmillan, 2013
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Description 1 online resource (xv, 236 pages) : illustrations
Series Palgrave Macmillan studies in banking and financial institutions
Palgrave Macmillan studies in banking and financial institutions.
Contents Part I. Regulatory Framework: 1. Introduction / Mario Anolli and Elena Beccalli -- Part II. Risk Taking: Measurement, Pricing, and Management: 2. The ever-evolving Basel Accord / Damiano Guadalupi; 3. Private individuals: credit risk modeling / Cornado Giannasca and Tommaso Giordani; 4. SMEs: credit risk modeling / Emanuele Giovannini; 5. The critical model parameter: LGD / Elisa Alghisi Manganello and Valentina Leucari; 6. Model validation / Antonio Arf̌ and Paolo Gianturco; 6. Risk-adjusted performance measures / Mario Anolli -- Part III. Portfolio Credit Risk: Measurement and Management: 8. Portfolio credit risk modeling / Lorenzo Bocchi and Tiziano Bellini; 9. Stress testing, capital planning, and risk integration / Tiziano Bellini and Lorenzo Bocchi; 10. Portfolio management / Tommaso Giordani and Corrado Giannasca -- Part IV. Operational Implications: 11. IT systems for credit risk management / Renzo Traversini and Anselmo Marmonti; 12. A new retail credit risk management approach to cope with the crisis / Francesco Merlin
Summary This book introduces the fundamentals of retail credit risk management, provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management with other firm operations and industry regulation. The focus on retail (private individuals and small-medium enterprises) and the constant reference to the implications of the financial crisis for credit risk management, make the book distinctive. Furthermore, the involvement of academics, regulators and professionals from major global banks and consulting firms provides a global focus on the right balance between theory and applications. This book is aimed at MBA/Executive students who are planning to move into a career in professional credit risk management, and for professional risk managers looking for quantitative and updated methods of measurement and management in the area of retail credit risk
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Banks and banking -- Risk management.
Credit.
Financial risk management.
Form Electronic book
Author Anolli, Mario.
Beccalli, Elena.
Giordani, Tommaso, 1972-
LC no. 2012048094
ISBN 1137006765 (electronic bk.)
1299547303
9781137006769 (electronic bk.)
9781299547308