Active credit portfolio management
Material type:
- 3527501983
- 332.7
Item type | Current library | Item location | Shelving location | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
Books | Vikram Sarabhai Library | Rack 20-A / Slot 739 (0 Floor, West Wing) | General Stacks | 332.7 F3A2 (Browse shelf(Opens below)) | Available | 163640 |
The book shows how to optimize, manage, and hedge liquid credit portfolios, i.e. applying innovative derivative instruments. Against the background of the highly complex structure of credit derivatives, the book points out how to implement portfolio optimization concepts using credit-relevant parameters, and basic Markowitz or more sophisticated modified approaches to fulfill the special needs of an active credit portfolio management on a single-name and on a portfolio basis. This includes appropriate strategies to analyze the impact from credit-relevant newsflow. The book is obligatory for credit portfolio managers of funds and insurance companies, as well as bank-book managers, credit traders in investment banks, cross-asset players in hedge funds, and risk controllers.
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