119 products were found matching your search for Shared Credit Risk in 2 shops:

About the brand: Luxury crystal built on tradition. Color/finish: no color The perfect way for you to celebrate over a shared drink, the Lismore Hiball 12 OZ is designed for serving a whole range of your favorite drinks. The tall, elegant shape is stylishly decorated with the diamond and wedge cuts of the famous Lismore pattern. Whether it be a beer, gin & tonic, mocktail, fruit juice or sparkling water, the Lismore Hiball is contemporary everyday barware designed to make your informal gatherings or celebrations with friends feel just a little bit special. Presented in the signature Lismore box, this is a great gift for a birthday or anniversary and the perfect present to begin a stylish collection of the Lismore glassware. Measures 2.85in x 2.85in x 5.63in 11.5oz capacity Crystal Imported Your account will be credited within 48 hours after this item ships. The Account Credit is not valid for prior purchases or balances and must be used within sixty (60) calendar days after the Account Credit is deposited into your account (the "Account Credit Period"). Upon expiration of the applicable Account Credit Period any unused Account Credit will automatically expire.

It is impossible to overstate the importance of America's cyber infrastructure to our individual welfare and national security. Yet, cybercrime is rampant. Critical systems are vulnerable to malicious forms of electronic intrusion and interference. The U.S. is both the source and target of international cyber aggression. How the U.S. responds to these challenges depends partly on questions within the specialized domain of scientists and engineers. But questions of policy, well within the understanding of non-expert citizens, also loom large — and the public, by and large, is not discussing them. Cybersecurity: Shared Risks, Shared Responsibilities aims to make key issues accessible to a broad readership. Experts in law, business, public policy, information and computer science, and national security have joined in this volume to stimulate an informed public dialogue that moves past political shibboleths and toward a nuanced understanding of the cybersecurity challenge and the tradeoffs entailed in formulating a sensible national response.

It is impossible to overstate the importance of America's cyber infrastructure to our individual welfare and national security. Yet, cybercrime is rampant. Critical systems are vulnerable to malicious forms of electronic intrusion and interference. The U.S. is both the source and target of international cyber aggression. How the U.S. responds to these challenges depends partly on questions within the specialized domain of scientists and engineers. But questions of policy, well within the understanding of non-expert citizens, also loom large — and the public, by and large, is not discussing them. Cybersecurity: Shared Risks, Shared Responsibilities aims to make key issues accessible to a broad readership. Experts in law, business, public policy, information and computer science, and national security have joined in this volume to stimulate an informed public dialogue that moves past political shibboleths and toward a nuanced understanding of the cybersecurity challenge and the tradeoffs entailed in formulating a sensible national response.

A comprehensive guide to credit risk management   The Handbook of Credit Risk Management presents a comprehensive overview of the practice of credit risk management for a large institution. It is a guide for professionals and students wanting a deeper understanding of how to manage credit exposures. The Handbook provides a detailed roadmap for managing beyond the financial analysis of individual transactions and counterparties. Written in a straightforward and accessible style, the authors outline how to manage a portfolio of credit exposures--from origination and assessment of credit fundamentals to hedging and pricing. The Handbook is relevant for corporations, pension funds, endowments, asset managers, banks and insurance companies alike. Covers the four essential aspects of credit risk management: Origination, Credit Risk Assessment, Portfolio Management and Risk Transfer. Provides ample references to and examples of credit market services as a resource for those readers having credit risk responsibilities. Designed for busy professionals as well as finance, risk management and MBA students. As financial transactions grow more complex, proactive management of credit portfolios is no longer optional for an institution, but a matter of survival.

Unread book in perfect condition.

Finally, credit card processing explained from the business owner's perspective!The first book from the series, The Savvy Business Owner's Guide, Navigating Through the Risks of Credit Card Processing explores the terms, pricing structures, contracts, and the basics of credit card processing. Discussions on fraud, error prevention, sales agents, processing needs, and what Congress and state legislatures need to do when it comes to credit card processing provide insight into the reasons why there is so much misleading information, misrepresentation, and confusion surrounding the industry. Rich in examples, entrepreneurs and business owners alike will find concrete information to help them better understand, negotiate, and make the best decisions regarding credit card processing contracts. There are three ways for business owners to improve their businesses: by cutting costs, increasing productivity, and increasing sales. Navigating Through the Risks of Credit Card Processing and its bonus chapters can help business owners in all three areas. Written by experts from many fields, the book's 22 bonus chapters offer savvy ideas and useful information on topics such as business planning, how to create a visual brand; choice of business entity; payroll management; marketing; social media; professional networking; computer databases; website design; eCommerce; security of information; equipment purchasing, exhibiting in shows, professional photography, promotional products, and client retention. Helpful guidelines on how to hire the right expert for your needs are included to help you make your dream business a thriving reality.

This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!

Credit and credit risk permeates every corner of the financial world. Previously credit tended to be acknowledged only when dealing with counterparty credit risk, high-yield debt or credit-linked derivatives, now it affects all things, including such fundamental concepts as assessing the present value of a future cash flow. The purpose of this book is to analyze credit from the beginning―the point at which any borrowing entity (sovereign, corporate, etc.) decides to raise capital through its treasury operation. To describe the debt management activity, the book presents examples from the development banking world which not only presents a clearer banking structure but in addition sits at the intersection of many topical issues (multi-lateral agencies, quasi-governmental entities, Emerging Markets, shrinking pool of AAA borrowers, etc.). This book covers: Curve construction (instruments, collateralization, discounting, bootstrapping) Credit and fair valuing of loans (modeling, development institutions) Emerging markets and liquidity (liquidity, credit, capital control, development) Bond pricing (credit, illiquid bonds, recovery pricing) Treasury (funding as an asset swap structure, benchmarks for borrowing/investing) Risk and asset liability management (leverage, hedging, funding risk)

Contains Nearly 100 Pages of New Material The recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modeling, Second Edition presents updates on model developments that have occurred since the publication of the best-selling first edition. New to the Second Edition An expanded section on techniques for the generation of loss distributions Introductory sections on new topics, such as spectral risk measures, an axiomatic approach to capital allocation, and nonhomogeneous Markov chains Updated sections on the probability of default, exposure-at-default, loss-given-default, and regulatory capital A new section on multi-period models Recent developments in structured credit The financial crisis illustrated the importance of effectively communicating model outcomes and ensuring that the variation in results is clearly understood by decision makers. The crisis also showed that more modeling and more analysis are superior to only one model. This accessible, self-contained book recommends using a variety of models to shed light on different aspects of the true nature of a credit risk problem, thereby allowing the problem to be viewed from different angles.

Financial Risk Management covers the strategies, principles, and measurement techniques necessary to measure and manage financial risk. With a focus on management perspective, this book explores real-world issues such as model validation, risk measurement, valuation methodologies, and much more. Self-contained Excel spreadsheets are included on the companion CD-ROM.

Credit risk analytics in R will enable you to build credit risk models from start to finish. Accessing real credit data via the accompanying website www.creditriskanalytics.net, you will master a wide range of applications, including building your own PD, LGD and EAD models as well as mastering industry challenges such as reject inference, low default portfolio risk modeling, model validation and stress testing. This book has been written as a companion to Baesens, B., Roesch, D. and Scheule, H., 2016. Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS. John Wiley & Sons.

This is the authoritative collection of the writings of Dr. Edward I. Altman, the world's leading authority on bankruptcy, corporate distress, and defaults, and creator of the widely-used Z-Score model. This book contains both classic and never-before-published articles, along with Altman's comprehensive introduction that places all the articles in context.

Book is in NEW condition. 1.67

The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular ‘concrete’ financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price  counterparty credit and funding risk, to develop a ‘feel’ for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered.

427 pp., hardcover, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

In the decade since the credit derivatives market started, financial professionals have become increasingly sophisticated. Most books on the subject have not kept pace. Credit Derivative Strategies closes the gap with state-of-the-art techniques for picking credit hedge funds, analyzing event risk, identifying relative value opportunities and managing CDOs. The credit crisis has many people in the financial industry rethinking how to manage their credit risk and exposure. It is now more important than ever for participants in the financial markets -- whether they are trading or not -- to understand these credit products given their increasing impact. The contributors to this book are practicing professionals who honed their craft at some of the industry's most successful companies including: Merrill Lynch, Credit Suisse First Boston, Kenmar Global Investment Management, and Citigroup.

Used book that is in almost brand-new condition.

IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management.Offers a broad survey that explains which models work best for mortgage, small business, cards, commercial real estate, commercial loans and other credit productsConcentrates on specific aspects of the modelling process by focusing on lifetime estimatesProvides an hands-on approach to enable readers to perform model development, validation and audit of credit risk models

Cover boards are lightly warping. Otherwise shows minimal shelf wear. Pages are clean, text and pictures are intact and unmarred.