Books

ISBN :

CREDIT RISK MANAGEMENT - ebook second version 2018

No. of pages :
Editor : Giulio Carlone
Price : $203

About Editor

Giulio has fifteen years of practical experience in software engineering in the technical and commercial sector.

He has MBA PhD in Italy, researching quantitative finance. He has a Master's degree in Computer Science in Italy . In 2001 was affiliate student at University College London, in Department of Computer Science. Expert in the use of communication strategies, and the implementation of plans and projects using requirement specifications, requirements analysis and software architectural design. This includes topics such as the enlargement of business contacts within public administration and industry; expansion of portfolios of clients and the development of new business relationships with existing clients; and acting as the primary point of contact between customers and the IT company, supporting the development of aa long-term relationship with the client.

Description of the ebook 

This book is a practical approach to financial risk management consists of observing and analysing the measures required for a set problem.  This part of financial risk measures is considered in the area of quantitative finance.   This work begins by explaining the cultural background necessary to understand the subject matter of this research. This part consist in explaining the cultural background , this cultural background is in the area of the finance.  We describes how to select a grid of dates on a Monte Carlo simulation, in order to generate the specific measurements required to determine credit and counterparty risk factors. The first part of the case study introduces all the notions relating to Counterparty Credit Risk. The second part of the case study introduces the risk measures  In the third part of the case study, Taking a specific internal model for a specific bank as an example, we initially introduce the technical instruments required to obtain a calculation flow of the measurements under consideration. The fourth part of the case study describes an example of a Matlab test for generating risk measures, we inspect the scenario prices and the Compute exposure by counterparty, analysing each result and summarises the results by computing the exposure by counterparty , in the first case doing a quantitative analysis of portfolio exposure profiles, after doing a further analysis on portfolio exposure profiles with zero rate vector 0.03 at the end doing a further analysis on portfolio exposure profiles with zero rate vector 0.06 , the conclusion will be done in a generalization of analysis on portfolio exposure profiles with zero rate vector 0.01 , 0.03, 0.06. At the end the matlab code explaining the differences of the credit measures starting from a number of time step to a great number of time step.

Chapters

CREDIT_RISK_MANAGEMENT_second_version _2018_Chapter no 1 scenario
Chapter 1 , words 636 price ebook £ 0,011* 636 =  £ 6,996

CREDIT RISK MANAGEMENT second version  2018 Chapter. no 2 Financial risk
Chapter 2 , words 1911 price ebook £ 0,011* 1911 =  £ 21,021

CREDIT RISK MANAGEMENT second version  2018 Chapter. no 3 Theorical phase of a real case of study
Chapter 3 , words  1655 price ebook £ 0,011* 1655 =  £ 18,205

CREDIT RISK MANAGEMENT second version  2018 Chapter. No  4  Practical phase for generation of exposure regulatory measures in a specific bank with an internal model method
Chapter 4 , words 251 price ebook £ 0,011* 251 =  £ 2,761

CREDIT RISK MANAGEMENT second version  2018 Chapter no 5 Further phase related the methodology of scenario simulation used for generation of exposure regulatory measures
Chapter 5 , words 212 price ebook £ 0,011* 212 =  £ 2,332

CREDIT RISK MANAGEMENT second version  2018 Chapter. no 6 Generation of a simulation of a real case of study for generating the exposures regulatory measures
Chapter 6 , words 1271 price ebook £ 0,011*1271 =  £ 13,981

CREDIT RISK MANAGEMENT second version  2018 Chapter no 7  Compute exposure by counterparty
Chapter 7 , words 1161 price ebook £ 0,011* 1161 =  £ 12,771

CREDIT RISK MANAGEMENT second version  2018 Chapter no 8  First quantitative analysis of portfolio exposure profiles
Chapter 8 , words 531 price ebook £ 0,011*531 =  £ 5,841

CREDIT RISK MANAGEMENT second version  2018 Chapter no 9  Further analysis on portfolio exposure profiles with zero rate vector 0.03
Chapter 9 , words 505 price ebook £ 0,011*505 =  £ 5,555

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 10 Further analysis on portfolio exposure profiles with zero rate vector 0.06
Chapter 10 , words 506 price ebook £ 0,011*506 =  £ 5,566

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 11 Generalization of analysis on portfolio exposure profiles with zero rate vector 0.01 , 0.03, 0.06
Chapter 11 , words 251 price ebook £ 0,011*251 =  £ 2,761

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 12 Detailed analysis of the part of source code from grid number zero to grid number one
Chapter 12 , words 182 price ebook £ 0,011*182 =  £ 2,002

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 13 Detailed analysis of the part of source code from grid number zero to grid number two
Chapter 13 , words 128 price ebook £ 0,011* 128 =  £ 1,408

CREDIT RISK MANAGEMENT second version  2018 Chapter. no 14 Detailed analysis of the part of source code from grid number zero to grid number three
Chapter 14 , words 212 price ebook £ 0,011*212 =  £  2,332

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 15 Detailed analysis of the part of source code from grid number zero to grid number four
Chapter 15 , words 268 price ebook £ 0,011* =  £ 2,948

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 16 Detailed analysis of the part of source code from grid number zero to grid number five
Chapter 16 , words 306 price ebook £ 0,011*306  =  £ 3,366

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 17 Detailed analysis of the part of source code from grid number zero to grid number six
Chapter 17 , words 372 price ebook £ 0,011*372 =  £ 4,092

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 18 Detailed analysis of the part of source code from grid number zero to grid number seven
Chapter 18 , words  405 price ebook £ 0,011*405 =  £ 4,455

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 19 Detailed analysis of the part of source code from grid number zero to grid number eight
Chapter 19 , words 418  price ebook £ 0,011*418 =  £ 4,598

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 20 Detailed analysis of the part of source code from grid number zero to grid number nine
Chapter 20 , words 474 price ebook £ 0,011*474 =  £ 5,214

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 21 Detailed analysis of the part of source code from grid number zero to grid number ten
Chapter 21 , words 512 price ebook £ 0,011*512  =  £ 5,632

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 22 Detailed analysis of the part of source code from grid number zero to grid number eleven
Chapter 22 , words 516 price ebook £ 0,011*516 =  £  5,676

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 23 Detailed analysis of the part of source code from grid number zero to grid number twelve
Chapter 23 , words 581 price ebook £ 0,011*581 =  £ 6,391

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 24 Further Work
Chapter 24 , words 1608 price ebook £ 0,011*1608  =  £ 17,688