Credit engineering for bankers : a practical guide for bank lending / edited by Morton Glantz and Jonathan Mun.

Format:

Book

Author/Creator:

Glantz, Morton.

Contributor:

Glantz, Morton.

Mun, Jonathan.

Language:

English

Subjects (All):

Bank loans--Management.

Bank loans.

Credit--Management.

Credit.

Asset-liability management.

Financial risk management.

Bank management.

Physical Description:

1 online resource (557 p.)

Edition:

2nd ed.

Other Title:

Practical guide for bank lending

Place of Publication:

Burlington, MA : Elsevier, 2010.

Language Note:

English

System Details:

text file

Summary:

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 G

Contents:

Front Cover; Credit Engineering for Bankers; Copyright; Contents; Dedication; Foreword; Introduction; About The Authors; Part One -New Approaches to Fundamental Analysis; Chapter 1 Introduction to Loan Decision Making: The PRISM Model; Management; Intention (Purpose); Repayment; Internal Repayment Sources: Short-Term Loans; External Repayment Sources: Short-Term Loans; Internal Repayment Sources: Long-Term Loans; External Repayment Sources: Long-Term Loans; Safeguards; Perspective; Chapter 2 International Financial Reporting Standards; The Tie Between Bankers and Auditors

A Review of Accounting PrinciplesFinancial Reports; Chapter 3 Multivariate Ratio Analysis; The Role of Ratios; Ratio Trends; Liquidity Ratios; Activity or Turnover Ratios; Profitability Ratios; Leverage Ratios; Growth Ratios; Valuation Ratios; Statistical Analysis of Ratios: Decomposition Analysis; Chapter 4 Credit Analysis of Seasonal Businesses: An Integrated Approach; Types of Seasonal Businesses; Successful and Unsuccessful Seasonal Cycles; Techniques for Evaluating Seasonal Lending; Defensive Measures; Chapter 5 Asset-Based Lending; Market Segments; Basic Axioms of Asset-Based Lending

Security InterestLoans Secured with Accounts Receivables; The Audit: Scope and Details; Loans Secured by Inventories; Loans Secured by Marketable Securities; Collateral Module in Risk Rating; Chapter 6 Cash Flow Analysis; Introduction to Analysis; Indirect Method of Cash Reporting: The Banker's Cash Flow; Direct Method of Reporting Cash; Cash Flow Workshop; Other Important Reconciliations Bankers Consider; Cash Flow Analysis: Generic Points; Cash Flow Analysis: Constituent Points; Conclusion; Chapter 7 A Primer on Quantitative Risk Analysis; A Brief History of Risk: What Exactly Is Risk?

The Nature of Risk and ReturnUncertainty versus Risk; Risk Simulation Applications; Running a Monte Carlo Simulation; Using Forecast Charts and Confidence Intervals; Correlations and Precision Control; Chapter 8 Projections and Risk Assessment; Different Types of Forecasting Techniques; Running the Forecasting Tool in Risk Simulator; Time-Series Analysis; Multivariate Regression; Stochastic Forecasting; Nonlinear Extrapolation; Box-Jenkins Autoregressive Integrated Moving Average (ARIMA) Advanced Time-Series; Auto ARIMA (Box-Jenkins ARIMA Advanced Time-Series); Basic Econometrics

J-Curve and S-Curve ForecastsGeneralized Autoregressive Conditional Heteroskedasticity (GARCH) Volatility Forecasts; Markov Chains; Limited Dependent Variables using Maximum Likelihood Models on Logit, Probit, and Tobit; Spline (Cubic Spline Interpolation and Extrapolation); "Sensitivity" Financial Forecasting; Exercise: Forecasting; Chapter 9 Sustainable Growth and Credit Risk Management; The Sustainable Growth Model; Solving Sustainable Growth Problems; Curve Fitting; Chapter 10 Specialized Lending Risk Rating; Project Finance; Object Finance; Commodities Finance

Income-Producing Real Estate, High-Volatility Commercial Real Estate Exposures, and Real Estate Projects Under Construction

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786612879043

9781282879041

1282879049

9780123785862

0123785863

OCLC:

689007824