CREDIT RISK MANAGEMENT THE NEXT GREAT FINANCIAL 信用风险管理的下一个伟大的金融.ppt

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2019-06-30 发布于江西
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CREDIT RISK MANAGEMENT THE NEXT GREAT FINANCIAL 信用风险管理的下一个伟大的金融.ppt

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MANAGING CREDIT RISK: THE CHALLENGE FOR THE NEW MILLENNIUM Managing Credit Risk: The Challenge in the New MilleniumEdward I. Altman(Seminar Outline) Subject Area Credit Risk: A Global Challenge in High and Low Risk Regions The New BIS Guidelines on Capital Allocation Credit Risk Management Issues - Credit Culture Importance Caveats, Importance and Recommendations The Pricing of Credit Risk Assets Credit Scoring and Rating Systems Traditional and Non-Traditional Credit Scoring Systems Approaches and Tests for Implementation Predicting Financial Distress (Z and ZETA Models) Models based on Stock Price - KMV, etc. Neural Networks and Rating Replication Models (Seminar Outline Continued) A Model for Emerging Market Credits Country Risk Issues CreditMetrics? and Other Portfolio Frameworks Default Rates, Recoveries, Mortality Rates and Losses Capital Market Experience, 1971-2000 Default Recovery Rates on Bonds and Bank Loans Correlation Between Default and Recovery Rates Mortality Rate Concept and Results Valuation of Fixed Income Securities Credit Rating Migration Analysis Collateralized Bond/Loan Obligations - Structured Finance Understanding and Using Credit Derivatives Corporate Bond and Commercial Loan Portfolio Analysis CREDIT RISK MANAGEMENT ISSUES Credit Risk: A Global Challenge In Low Credit Risk Regions (1998 - No Longer in 2001) New Emphasis on Sophisticated Risk Management and the Changing Regulatory Environment for Banks Refinements of Credit Scoring Techniques Large Credible Databases - Defaults, Migration Loans as Securities Portfolio Strategies Offensive Credit Risk Products Derivatives, Credit Insurance, Securitizations Credit Risk: A Global Challenge(Continued) In High Credit Risk Regions Lack of Credit Culture (e.g., Asia, Latin America), U.S. in 1996 - 1998? Losses from Credit Assets Threaten Financial System Many Banks and Investment Firms Have Become Insolvent Austerity Programs Dampen Demand - Good? Banks Lose the Will to Lend to “Good Firms”