管理信用風險：全球金融市場的巨大挑戰(zhàn)（第2版）

定　價：￥189.00

作　者：	（美）John B. Caouette（約翰·B. 考埃特）,（美） Edward I. Altman（愛德華·I. 奧爾特曼）,（美） Paul Narayanan（保羅·納拉亞南）等
出版社：	電子工業(yè)出版社
叢編項：
標　簽：	暫缺

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ISBN：	9787121466564	出版時間：	2024-01-01	包裝：	平裝-膠訂
開本：	16開	頁數(shù)：		字數(shù)：

內容簡介

　　本書針對專業(yè)金融人士編寫，詳細討論了全球信用市場的情況，涉及從對沖基金作為主要參與者的出現(xiàn)，到評級機構不斷增長的影響力等各方面。在對這些問題有了深入理解之后，讀者將閱讀到一些目前最有效的信用風險管理工具、技術和可用的工具，包括針對小型企業(yè)、房地產(chǎn)和新興市場公司的信用模型、信用風險建模和實踐中的違約回收率和違約損失、基于會計數(shù)據(jù)和市場價值的信用風險模型、信用風險模型的測試和實施、最流行的信用衍生品形式，以及用于分析交易對手信用風險的方法等。在討論信用風險管理的同時，作者巧妙地將金融市場中的新興趨勢與所提到的新方法結合起來，這將使讀者能夠迅速將書中概述的教訓應用于當今充滿活力的信用環(huán)境。

作者簡介

　　劉洋，數(shù)量經(jīng)濟學博士，吉林大學商學與管理學院，副教授，碩士生導師。主持完成博士后科學基金、參與多項課題研究。在核心期刊發(fā)表學術論文20余篇。

圖書目錄

第1 章信用風險：全球經(jīng)濟的巨大挑戰(zhàn) ·························································· 1
原書參考文獻 ................................................................................................................. 16
第2 章信用文化 ····················································································· 18
原書參考文獻 ................................................................................................................. 30
第3 章傳統(tǒng)金融行業(yè)參與者：銀行、儲蓄機構、保險公司、金融公司和
特殊目的實體 ··············································································· 32
原書參考文獻 .................................................................................................................. 45
第4 章組合管理者：投資管理者、共同基金、養(yǎng)老基金和對沖基金 ···················· 46
原書參考文獻 .................................................................................................................. 52
第5 章結構化中樞：清算所、衍生產(chǎn)品交易商和交易所 ·································· 53
原書參考文獻 .................................................................................................................. 61
第6 章評級機構 ................................................................................................................... 63
原書參考文獻 .................................................................................................................. 79
第7 章古典信用分析 ·············································································· 81
原書參考文獻 ................................................................................................................. 91
第8 章資產(chǎn)保證型貸款和融資租賃 ····························································· 92
原書參考文獻 ................................................................................................................. 99
第9 章信用風險模型簡介 ········································································ 100
原書參考文獻 ............................................................................................................... 108
第10 章基于會計數(shù)據(jù)和市場價值的信用風險模型 ········································· 109
原書參考文獻 ............................................................................................................... 161
第11章基于股票價格的企業(yè)信用風險模型.............................................146
第12 章消費者金融模型 ········································································· 164
原書參考文獻 ............................................................................................................... 181
第13 章小企業(yè)、房地產(chǎn)和金融機構的信用模型 ············································ 183
原書參考文獻 ............................................................................................................... 193
第14 章信用風險模型的測試與實施 ··························································· 195
原書參考文獻 ................................................................................................................ 206
第15 章關于公司違約率 ········································································· 207
原書參考文獻 ................................................................................................................ 229
第16 章信用風險建模與實踐中的違約回收率和違約損失率 ····························· 231
原書參考文獻 ............................................................................................................... 252
第17 章信用風險遷移 ············································································ 258
原書參考文獻 ............................................................................................................... 268
第18 章投資組合方法介紹 ······································································ 271
原書參考文獻 ................................................................................................................ 289
第19 章經(jīng)濟資本與資本配置 ........................................................................................... 291
原書參考文獻 ................................................................................................................ 303
第20 章投資組合方法的應用 ··································································· 305
原書參考文獻 ................................................................................................................ 337
第21 章信用衍生產(chǎn)品 ············································································ 343
原書參考文獻 ............................................................................................................... 364
第22 章交易對手風險 ············································································ 365
原書參考文獻 ............................................................................................................... 380
第23 章國家風險模型 ...................................................................................................... 382
原書參考文獻 ................................................................................................................ 396
第24 章結構化金融 .......................................................................................................... 399
原書參考文獻 ................................................................................................................ 425
第25 章新市場，新玩家，新玩法................................................................................... 428
原書參考文獻 ............................................................................................................... 448
第26 章市場混亂，均值回歸 ··································································· 451