Books

ISBN : 978-0-9934819-1-8

CREDIT RISK MANAGEMENT - ebook second version 2018

No. of pages : 138
Editor : Giulio Carlone
Price : £172

About Editor

Giulio has fifteen years of practical experience in software engineering in the technical and commercial sector.

He has MBA PhD in Italy, researching quantitative finance. He has a Master's degree in Computer Science in Italy . In 2001 was affiliate student at University College London, in Department of Computer Science. Expert in the use of communication strategies, and the implementation of plans and projects using requirement specifications, requirements analysis and software architectural design. This includes topics such as the enlargement of business contacts within public administration and industry; expansion of portfolios of clients and the development of new business relationships with existing clients; and acting as the primary point of contact between customers and the IT company, supporting the development of aa long-term relationship with the client.

Description of the ebook 

This book is a practical approach to financial risk management consists of observing and analysing the measures required for a set problem.  This part of financial risk measures is considered in the area of quantitative finance.   This work begins by explaining the cultural background necessary to understand the subject matter of this research. This part consist in explaining the cultural background , this cultural background is in the area of the finance.  We describes how to select a grid of dates on a Monte Carlo simulation, in order to generate the specific measurements required to determine credit and counterparty risk factors. The first part of the case study introduces all the notions relating to Counterparty Credit Risk. The second part of the case study introduces the risk measures  In the third part of the case study, Taking a specific internal model for a specific bank as an example, we initially introduce the technical instruments required to obtain a calculation flow of the measurements under consideration. The fourth part of the case study describes an example of a Matlab test for generating risk measures, we inspect the scenario prices and the Compute exposure by counterparty, analysing each result and summarises the results by computing the exposure by counterparty , in the first case doing a quantitative analysis of portfolio exposure profiles, after doing a further analysis on portfolio exposure profiles with zero rate vector 0.03 at the end doing a further analysis on portfolio exposure profiles with zero rate vector 0.06 , the conclusion will be done in a generalization of analysis on portfolio exposure profiles with zero rate vector 0.01 , 0.03, 0.06. At the end the matlab code explaining the differences of the credit measures starting from a number of time step to a great number of time step.

Chapters

CRMv22018

CREDIT RISK MANAGEMENT second version  2018

£ 172.oo

 

 

 

CRMv22018cp1

CREDIT RISK MANAGEMENT second version  2018 Chapter no 1 scenario

£ 7.oo

CRMv22018cp2

CREDIT RISK MANAGEMENT second version  2018 Chapter. no 2 Financial risk

£ 22.oo

CRMv22018cp3

CREDIT RISK MANAGEMENT second version  2018 Chapter. no 3 Theorical phase of a real case of study

£ 19.oo

CRMv22018cp4

CREDIT RISK MANAGEMENT second version  2018 Chapter. No  4  Practical phase for generation of exposure regulatory measures in a specific bank with an internal model method

£ 3.oo

CRMv22018cp5

CREDIT RISK MANAGEMENT second version  2018 Chapter no 5 Further phase related the methodology of scenario simulation used for generation of exposure regulatory measures

£ 3.oo

CRMv22018cp6

CREDIT RISK MANAGEMENT second version  2018 Chapter. no 6 Generation of a simulation of a real case of study for generating the exposures regulatory measures

£ 14.oo

CRMv22018cp7

CREDIT RISK MANAGEMENT second version  2018 Chapter no 7  Compute exposure by counterparty

£ 13.oo

CRMv22018cp8

CREDIT RISK MANAGEMENT second version  2018 Chapter no 8  First quantitative analysis of portfolio exposure profiles

£ 6.oo

CRMv22018cp9

CREDIT RISK MANAGEMENT second version  2018 Chapter no 9  Further analysis on portfolio exposure profiles with zero rate vector 0.03

£ 6.oo

CRMv22018cp10

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 10 Further analysis on portfolio exposure profiles with zero rate vector 0.06

£ 6.oo

CRMv22018cp11

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 11 Generalization of analysis on portfolio exposure profiles with zero rate vector 0.01 , 0.03, 0.06

£ 3.oo

CRMv22018cp12

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 12 Detailed analysis of the part of source code from grid number zero to grid number one

£ 3.oo

CRMv22018cp13

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 13 Detailed analysis of the part of source code from grid number zero to grid number two

£ 2.oo

CRMv22018cp14

CREDIT RISK MANAGEMENT second version  2018 Chapter. no 14 Detailed analysis of the part of source code from grid number zero to grid number three

£ 3.oo

CRMv22018cp15

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 15 Detailed analysis of the part of source code from grid number zero to grid number four

£ 3.oo

CRMv22018cp16

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 16 Detailed analysis of the part of source code from grid number zero to grid number five

£ 4.oo

CRMv22018cp17

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 17 Detailed analysis of the part of source code from grid number zero to grid number six

£ 5.oo

CRMv22018cp18

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 18 Detailed analysis of the part of source code from grid number zero to grid number seven

£ 5.oo

CRMv22018cp19

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 19 Detailed analysis of the part of source code from grid number zero to grid number eight

£ 5.oo

CRMv22018cp20

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 20 Detailed analysis of the part of source code from grid number zero to grid number nine

£ 6.oo

CRMv22018cp21

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 21 Detailed analysis of the part of source code from grid number zero to grid number ten

£ 6.oo

CRMv22018cp22

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 22 Detailed analysis of the part of source code from grid number zero to grid number eleven

£ 6.oo

CRMv22018cp23

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 23 Detailed analysis of the part of source code from grid number zero to grid number twelve

£ 7.oo

CRMv22018cp24

CREDIT RISK MANAGEMENT second version  2018 Chapter  no 24 Further Work

£ 18.oo


contact details:  giulio.carlone@gmail.com