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The Credit Risk of Financial Instruments

  • ErikĀ Banks

Part of the Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Risk and Decision-making

    1. Front Matter
      Pages 1-1
    2. Erik Banks
      Pages 3-18
    3. Erik Banks
      Pages 19-24
    4. Erik Banks
      Pages 25-51
  3. Risk Classification and Risk Equivalency

    1. Front Matter
      Pages 53-53
    2. Erik Banks
      Pages 55-66
    3. Erik Banks
      Pages 67-72
  4. Financial Instrument Risk Analysis

    1. Front Matter
      Pages 83-83
    2. Erik Banks
      Pages 134-154
    3. Erik Banks
      Pages 155-168
    4. Erik Banks
      Pages 193-243
  5. Back Matter
    Pages 244-269

About this book

Introduction

Market volatility and competition have each played a significant role in altering the state of banking over the last twenty years. During the 1980s and 1990s banks have been exposed to new types of risks with far different characteristics and magnitudes than those dealt with in the early days of banking. Erik Banks seeks to explore the qualitative and quantitative aspects of risks attributable to financial instruments in today's markets, which are so much a part of banking business throughout the world. Banks describes the credit risks encountered in dealing with financial instruments and establishes a framework for quantifying the risks and applies framework and concepts on a product-by-product basis.

Keywords

banking Credit Risk derivatives Motivation Treasury

Authors and affiliations

  • ErikĀ Banks
    • 1
  1. 1.TokyoJapan

Bibliographic information