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More efficient credit portfolio engineering can increase the
decision-making power of bankers and boost the market value of
their banks. By implementing robust risk management procedures,
bankers can develop comprehensive views of obligors by integrating
fundamental and market data into a portfolio framework that treats
all instruments similarly. Banks that can implement strategies for
uncovering credit risk investments with the highest return per unit
of risk can confidently build their businesses.
Through chapters on fundamental analysis and credit
administration, authors Morton Glantz and Johnathan Mun teach
readers how to improve their credit skills and develop logical
decision-making processes. As readers acquire new abilities to
calculate risks and evaluate portfolios, they learn how credit risk
strategies and policies can affect and be affected by credit
ratings and global exposure tracking systems. The result is a book
that facilitates the discipline of market-oriented portfolio
management in the face of unending changes in the financial
industry.
Concentrates on the practical implementation of credit engineering
strategies and tools Demonstrates how bankers can use portfolio
analytics to increase their insights about different groups of
obligorsInvestigates ways to improve a portfolio s return on risk
while minimizing probability of insolvency"
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