Summary |
Featuring new credit engineering tools, this book combines innovative analytic methods with traditional credit management processes. The author provides print and electronic risk-measuring tools that ensure credits are made in accordance with bank policy and regulatory requirements, giving bankers with the data necessary for judging asset quality and value. The book shows readers ways to assimilate new tools, such as credit derivatives, cash flow computer modeling, distress predication and workout, interactive risk rating models, and probabilistic default screening, with well-known controls. By following the guidelines of the Basel committee on banking supervision, managing bank risk offers useful models, programs, and documents essential for creating a sound credit risk environment, credit granting processes, and appropriate administrative and monitoring controls.
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