ENGLISH

Managing Portfolio Credit Risk in Banks

By Arindam Bandyopadhyay

Book information

Publisher
Cambridge University Press
Year
2016
ISBN
110714647X, 9781107146471
Language
english
Format
PDF
Filesize
3 MB (3227118 bytes)
Edition
1st
Pages
374\390
Time added
2018-03-17 00:25:55
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Description

Credit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk faced by most banks and financial institutions. Potential losses due to high credit risk can threaten a bank's solvency. After the global financial crisis of 2008, the importance of adopting prudent risk management practices has increased manifold. This book attempts to demystify various standard mathematical and statistical techniques that can be applied to measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices derived from the best practices adopted globally, with case studies and data from Indian banks.

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