Banks' Option to Lend, Interest Rate Sensitivity, and Credit Availability

Banks' Option to Lend, Interest Rate Sensitivity, and Credit Availability PDF Author: Iftekhar Hasan
Publisher:
ISBN: 9789516867925
Category :
Languages : en
Pages : 54

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Book Description
Tiivistelmä: Pankkien lainoptiot, korkoherkkyys ja luoton saatavuus.

Banks' Option to Lend, Interest Rate Sensitivity, and Credit Availability

Banks' Option to Lend, Interest Rate Sensitivity, and Credit Availability PDF Author: Iftekhar Hasan
Publisher:
ISBN: 9789516867925
Category :
Languages : en
Pages : 54

Get Book Here

Book Description
Tiivistelmä: Pankkien lainoptiot, korkoherkkyys ja luoton saatavuus.

Banks' Option to Lend, Interest Rate Sensitivity, and Credit Availability

Banks' Option to Lend, Interest Rate Sensitivity, and Credit Availability PDF Author: Iftekhar Hansan
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description


Banks' Options to Lend, Interest Rate Sensitivity, and Credit Availability

Banks' Options to Lend, Interest Rate Sensitivity, and Credit Availability PDF Author: I. Hansan
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


Banks' Option to Lend, Interest Rate Sensitivity, and Credit Availability

Banks' Option to Lend, Interest Rate Sensitivity, and Credit Availability PDF Author: Iftekhar Hasan
Publisher:
ISBN: 9789516867925
Category :
Languages : en
Pages : 54

Get Book Here

Book Description
Tiivistelmä: Pankkien lainoptiot, korkoherkkyys ja luoton saatavuus.

International Convergence of Capital Measurement and Capital Standards

International Convergence of Capital Measurement and Capital Standards PDF Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294

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Book Description


Credit Risk Measurement

Credit Risk Measurement PDF Author: Anthony Saunders
Publisher: John Wiley & Sons
ISBN: 0471274763
Category : Business & Economics
Languages : en
Pages : 337

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Book Description
The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now more important than ever. Credit Risk Measurement, Second Edition has been fully revised to reflect the latest thinking on credit risk measurement and to provide credit risk professionals with a solid understanding of the alternative approaches to credit risk measurement. This readable guide discusses the latest pricing, modeling, and management techniques available for dealing with credit risk. New chapters highlight the latest generation of credit risk measurement models, including a popular class known as intensity-based models. Credit Risk Measurement, Second Edition also analyzes significant changes in banking regulations that are impacting credit risk measurement at financial institutions. With fresh insights and updated information on the world of credit risk measurement, this book is a must-read reference for all credit risk professionals. Anthony Saunders (New York, NY) is the John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors as well as the Council of Research Advisors for the Federal National Mortgage Association. He is the editor of the Journal of Banking and Finance and the Journal of Financial Markets, Instruments and Institutions. Linda Allen (New York, NY) is Professor of Finance at Baruch College and Adjunct Professor of Finance at the Stern School of Business at New York University. She also is author of Capital Markets and Institutions: A Global View (Wiley: 0471130494). Over the years, financial professionals around the world have looked to the Wiley Finance series and its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley Finance continues to respond. With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise.

Credit Risk Management In and Out of the Financial Crisis

Credit Risk Management In and Out of the Financial Crisis PDF Author: Anthony Saunders
Publisher: John Wiley & Sons
ISBN: 0470622369
Category : Business & Economics
Languages : en
Pages : 373

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Book Description
A classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete update to Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, reflecting events stemming from the recent credit crisis. Authors Anthony Saunders and Linda Allen address everything from the implications of new regulations to how the new rules will change everyday activity in the finance industry. They also provide techniques for modeling-credit scoring, structural, and reduced form models-while offering sound advice for stress testing credit risk models and when to accept or reject loans. Breaks down the latest credit risk measurement and modeling techniques and simplifies many of the technical and analytical details surrounding them Concentrates on the underlying economics to objectively evaluate new models Includes new chapters on how to prevent another crisis from occurring Understanding credit risk measurement is now more important than ever. Credit Risk Management In and Out of the Financial Crisis will solidify your knowledge of this dynamic discipline.

The FDIC Quarterly Banking Profile

The FDIC Quarterly Banking Profile PDF Author:
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 264

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Book Description


Bank Profitability and Risk-Taking

Bank Profitability and Risk-Taking PDF Author: Natalya Martynova
Publisher: International Monetary Fund
ISBN: 1513565818
Category : Business & Economics
Languages : en
Pages : 44

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Book Description
Traditional theory suggests that more profitable banks should have lower risk-taking incentives. Then why did many profitable banks choose to invest in untested financial instruments before the crisis, realizing significant losses? We attempt to reconcile theory and evidence. In our setup, banks are endowed with a fixed core business. They take risk by levering up to engage in risky ‘side activities’(such as market-based investments) alongside the core business. A more profitable core business allows a bank to borrow more and take side risks on a larger scale, offsetting lower incentives to take risk of given size. Consequently, more profitable banks may have higher risk-taking incentives. The framework is consistent with cross-sectional patterns of bank risk-taking in the run up to the recent financial crisis.

Loan Portfolio Management

Loan Portfolio Management PDF Author:
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 114

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Book Description