Managing Credit Risk in Corporate Bond Portfolios

Released on by Srichander Ramaswamy
preview-18

  • Managing Credit Risk in Corporate Bond Portfolios Book Detail

  • Author : Srichander Ramaswamy
  • Release Date : 2004-03-29
  • Publisher : John Wiley & Sons
  • Genre : Business & Economics
  • Pages : 256
  • ISBN 13 : 0471488321
  • File Size : 90,90 MB
DOWNLOAD BOOK

Managing Credit Risk in Corporate Bond Portfolios by Srichander Ramaswamy PDF Summary

Book Description: Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of a corporate bond portfolioagainst its benchmark. This comprehensive guide explores a widerange of topics surrounding credit risk and bond portfolios,including the similarities and differences between corporate andgovernment bond portfolios, yield curve risk, default and creditmigration risk, Monte Carlo simulation techniques, and portfolioselection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head ofInvestment Analysis at the Bank for International Settlements (BIS)in Basel, Switzerland, and Adjunct Professor of Banking andFinance, University of Lausanne.

Disclaimer: www.yourbookbest.com does not own Managing Credit Risk in Corporate Bond Portfolios books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Managing a Corporate Bond Portfolio

Managing a Corporate Bond Portfolio

File Size : 57,57 MB
Total View : 9348 Views
DOWNLOAD

Praise for Managing a Corporate Bond Portfolio "Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in f

Active Credit Portfolio Management

Active Credit Portfolio Management

File Size : 82,82 MB
Total View : 940 Views
DOWNLOAD

The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market, which exceeds EUR 350bn

Advanced Bond Portfolio Management

Advanced Bond Portfolio Management

File Size : 47,47 MB
Total View : 8659 Views
DOWNLOAD

In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond m