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Credit Portfolio Management

A Practitioner’s Guide to the Active Management of Credit Risks

  • Michael Hünseler

Part of the Global Financial Markets Series book series (GFM)

Table of contents

  1. Front Matter
    Pages i-xxv
  2. Charting the Course — Credit Risk Strategies

    1. Front Matter
      Pages 1-1
    2. Michael Hünseler
      Pages 3-17
    3. Michael Hünseler
      Pages 18-44
    4. Michael Hünseler
      Pages 45-61
  3. Credit Portfolio Management in Practice

    1. Front Matter
      Pages 63-64
    2. Michael Hünseler
      Pages 65-108
    3. Michael Hünseler
      Pages 109-144
    4. Michael Hünseler
      Pages 145-158
  4. Hedging Techniques and Toolkits

    1. Front Matter
      Pages 159-163
    2. Michael Hünseler
      Pages 165-206
  5. Back Matter
    Pages 251-258

About this book

Introduction

Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio management practitioners. Its content comprises of three main parts: The framework for managing credit risks, Active Credit Portfolio Management in practice and Hedging techniques and toolkits.

Keywords

accounting Basel II capital Credit Derivatives Credit Risk derivatives hedging management portfolio portfolio management

Authors and affiliations

  • Michael Hünseler
    • 1
  1. 1.Assenagon Asset Management S.A.Germany

Bibliographic information