Overview

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.

Full Product Details

Author:   M. Anolli ,  E. Beccalli ,  T. Giordani
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2013
Weight:   0.454kg
ISBN:  

9781349435074

ISBN 10:   1349435074
Pages:   236
Publication Date:   01 January 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

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Author Information

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.

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