Extent: | VIII, 396 S. graph. Darst. 21 cm |
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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