Author: Greg N. Gregoriou
Publisher: Mcgraw-hill
Published: 2008-09-22
Total Pages: 504
ISBN-13: 9780071598347
DOWNLOAD EBOOKAs the credit bubble fallout plagues the institutional finance sector--and will continue to do so in coming years--a strategic approach to credit portfolio management has never been more critical. The Handbook of Credit Portfolio Management provides all the information you'll need to successfully rebalance and manage your credit portfolios. Together with co-author Christian Hoppe and a team of thirty-five international contributors, Greg N. Gregoriou provides strategies for calculating risk-weighted assets, reevaluating hedging strategies, and implementing Basel II standards. Providing a thoroughly global perspective of the subject, this comprehensive guide includes input from Moorad Choudhry (Group Head of Treasury at Europe Arab Bank plc, London); Christophe Godlewski (Université Louis Pasteur in Strasbourg, France); Roland Fuss (University of Freiburg, Germany); and Valerio Potí (Trinity College in Dublin, Ireland), who shed light on such key topics as: Investment opportunities of hedge funds Basis arbitrage trading strategies Issues regarding securitization of a sector basket Cost-saving aspects of portfolio hedging with credit futures The Handbook of Credit Portfolio Management covers the latest developments and most current portfolio management techniques to help you implement strategies that best suit your institution's needs.
Book Synopsis The Handbook of Credit Portfolio Management by : Greg N. Gregoriou
Download or read book The Handbook of Credit Portfolio Management written by Greg N. Gregoriou and published by Mcgraw-hill. This book was released on 2008-09-22 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: As the credit bubble fallout plagues the institutional finance sector--and will continue to do so in coming years--a strategic approach to credit portfolio management has never been more critical. The Handbook of Credit Portfolio Management provides all the information you'll need to successfully rebalance and manage your credit portfolios. Together with co-author Christian Hoppe and a team of thirty-five international contributors, Greg N. Gregoriou provides strategies for calculating risk-weighted assets, reevaluating hedging strategies, and implementing Basel II standards. Providing a thoroughly global perspective of the subject, this comprehensive guide includes input from Moorad Choudhry (Group Head of Treasury at Europe Arab Bank plc, London); Christophe Godlewski (Université Louis Pasteur in Strasbourg, France); Roland Fuss (University of Freiburg, Germany); and Valerio Potí (Trinity College in Dublin, Ireland), who shed light on such key topics as: Investment opportunities of hedge funds Basis arbitrage trading strategies Issues regarding securitization of a sector basket Cost-saving aspects of portfolio hedging with credit futures The Handbook of Credit Portfolio Management covers the latest developments and most current portfolio management techniques to help you implement strategies that best suit your institution's needs.