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
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CRMv22018 |
CREDIT RISK MANAGEMENT second version 2018 |
£ 172.oo |
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CRMv22018cp1 |
CREDIT RISK MANAGEMENT second version 2018 Chapter no 1 scenario |
£ 7.oo |
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CRMv22018cp2 |
CREDIT RISK MANAGEMENT second version 2018 Chapter. no 2 Financial risk |
£ 22.oo |
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CRMv22018cp3 |
CREDIT RISK MANAGEMENT second version 2018 Chapter. no 3 Theorical phase of a real case of study |
£ 19.oo |
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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 |
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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 |
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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 |
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CRMv22018cp7 |
CREDIT RISK MANAGEMENT second version 2018 Chapter no 7 Compute exposure by counterparty |
£ 13.oo |
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CRMv22018cp8 |
CREDIT RISK MANAGEMENT second version 2018 Chapter no 8 First quantitative analysis of portfolio exposure profiles |
£ 6.oo |
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CRMv22018cp9 |
CREDIT RISK MANAGEMENT second version 2018 Chapter no 9 Further analysis on portfolio exposure profiles with zero rate vector 0.03 |
£ 6.oo |
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CRMv22018cp10 |
CREDIT RISK MANAGEMENT second version 2018 Chapter no 10 Further analysis on portfolio exposure profiles with zero rate vector 0.06 |
£ 6.oo |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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CRMv22018cp24 |
CREDIT RISK MANAGEMENT second version 2018 Chapter no 24 Further Work |
£ 18.oo |
contact details: giulio.carlone@gmail.com