Research and Markets: Active Credit Portfolio Management in Practice

DUBLIN--(Business Wire)--
Research and Markets
(http://www.researchandmarkets.com/research/cefb24/active_credit_port) has
announced the addition of John Wiley and Sons Ltd's new report "Active Credit
Portfolio Management in Practice" to their offering.

State-of-the-art techniques and tools needed to facilitate effective credit
portfolio management and robust quantitative credit analysis. Filled with
in-depth insights and expert advice, Active Credit Portfolio Management in
Practice serves as a comprehensive introduction to both the theory and
real-world practice of credit portfolio management. The authors have written a
text that is technical enough both in terms of background and implementation to
cover what practitioners and researchers need for actually applying these types
of risk management tools in large organizations but which at the same time,
avoids technical proofs in favor of real applications. Throughout this book,
readers will be introduced to the theoretical foundations of this discipline,
and learn about structural, reduced-form, and econometric models successfully
used in the market today. The book is full of hands-on examples and anecdotes.
Theory is illustrated with practical application. The authors' Website provides
additional software tools in the form of Excel spreadsheets, Matlab code and
S-Plus code. Each section of the book concludes with review questions designed
to spark further discussion and reflection on the concepts presented.

Active Credit Portfolio Management in Practice

Chapter 1. The Framework: Definitions and Concepts.

Chapter 2. ACPM in Practice.

Chapter 3. Structural Models.

Chapter 4. Econometric Models.

Chapter 5. Loss Given Default.

Chapter 6. Reduced-Form Models.

Chapter 7. PD Model Validation.

Chapter 8. Portfolio Models.

Chapter 9. Building a Better Bank.

For more information visit
http://www.researchandmarkets.com/research/cefb24/active_credit_port

Laura Wood
Senior Manager
press@researchandmarkets.com
Fax from USA: 646-607-1907
Fax from rest of the world: +353-1-481-1716

Copyright Business Wire 2009