Extent:
VIII, 396 S.
graph. Darst.
21 cm
Conferences:
International Conference on Credit Analysis and Risk Management ; 1 (Rochester, Mich.) : 2011.07.21-23
Type of publication: Book / Working Paper
Type of publication (narrower categories): Konferenzschrift ; Conference proceedings ; Sammelwerk ; Collection of articles of several authors
Language: English
Notes:
Includes bibliographical references
Enth. 30 Beitr.
Introduction: A Summary of the First International Conference on Credit Analysis and Risk Management / Austin Murphy
1. History of Credit Analysis / Austin Murphy
2. Luncheon Keynote Speaker / Uday Rajan
3. Summary of 7/23/11 Keynote Speech at the First International Conference on Credit Analysis and Risk Management / Lawrence Mielnicki
4. Commercial Credit Analysis / Austin Murphy
5. Teaching and Learning Credit Analysis / Austin Murphy
6. Analysis of Individual Loans / Austin Murphy
7. Toward a Bottom-up Approach to Assessing Sovereign Default Risk: An Update / Edward I. Altman and Herbert Rijken
8. Sovereign Credit Risk Changes and Domestic Equity Returns / Joseph Callaghan and Kevin Lucey
9. Dynamics of the Default Frequency of Consumer Fixed-Payment Credits / Rodrigo Alfaro, David Pacheco and Andrés Sagner
10. Measuring Credit Risk and Financial Reporting / Julia Sawicki
11. Approximating Default Probabilities with Soft Information / Dror Parnes
12. Proposal of New Hybrid Models for PD Estimates on Low Default Portfolios (LDPs), Empirical Comparisons and Regulatory Policy Implications / Rungporn Roengpitya and Pratabjai Nilla-Or
13. Off-Balance Sheet Leases and Credit Risk / Jennifer Altamuro, Rick Johnston, Shail Pandit and Haiwen (Helen) Zhang
14. Market-Implied Default Probabilities / Terry Benzschawel
15. Developing a Practical Credit Risk Model for Bankers in the Case of Mortgage Loans Portfolio in Mauritius / Indranarain Ramlall
16. Exploring Alternative Measures of Credit Concentration Risk / Aditya Bisen, Shruti Amrute and Goutam Sanyal
17. Framework for Consumer Credit Risk Analytics / Senthil Ramanath
18. Are there Counterparty Risk Premia contained in CDS Spreads? / Stefan Morkoetter, Johanna Pleus and Simone Westerfeld
19. Are New Corporate Bonds Overpriced? / Igor Kozhanov, Joseph P. Ogden and Farindokht Vaghefi
20. The Distressed Corporate Debt Cycle from a Hedge Fund Investor's Perspective / Ping Chen, José F. González-Heres and Steven S. Shin
21. Debt Governance, Risk Taking and Cost of Debt Toke / Hjortshøj and Chenyang Wei
22. Relevance of CDO Rating Downgrades on the Bank's Share Price / Anit Deb, Frank Lehrbass and Dirk Schiereck
23. Systematic Risk Estimation: OLS v. State-Space Methods / Joseph Callaghan, Liang Fu and Jing Liu
24. New Risk Analysis Tools in Accounting (Adjusted Z score) / Seong Cho and Liang Fu
25. Revisiting the Altman Definition of Distressed Debt and a New Mechanism for Measuring the Liquidity Premium of the High Yield Market / José F. González-Heres, Ping Chen, and Steven S. Shin
26. Valuation of Corporate Loans under Risk Neutral Measure / Terry Benzschawel
27. Recovery Rates Modeling / Abdolreza Nazemi, Markus Höchstötter and Svetlozar T. Rachev
28. An Empirical Study of Property-Casualty Insurers Impairments / Huong Dang
29. The Effect of Allowing Unregulated Credit Default Swaps / Austin Murphy
30. Special Report on Defaults and Returns in the High-Yield Bond Market: First-Half 2011 Review / Edward I. Altman and Brenda J. Kuehne.
ISBN: 1-4438-3467-X ; 978-1-4438-3467-4
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10009698126