Revolutionizing Credit Portfolio Management: A Game-Changer for Financial Stability
The handbook of credit portfolio management covers various aspects of managing credit risk in financial institutions. It discusses performance measurement, evaluation of credit risk, managing credit exposure, and credit portfolio transactions. Key topics include implementing credit portfolio management, Basel II framework impact, measuring credit risk with CDOs, and strategies of hedge funds in fixed income markets. The handbook provides insights into credit asset management, credit risk capital allocation, and the reshaping of loan portfolio management in the new regulatory environment.