管理信用風(fēng)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(biāo)　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?jǐn)?shù)：

內(nèi)容簡介

　　本書針對專業(yè)金融人士編寫，詳細(xì)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(jī)構(gòu)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(fēng)險管理工具、技術(shù)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(fēng)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(fēng)險模型、信用風(fēng)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(fēng)險的方法等。在討論信用風(fēng)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(jié)合起來，這將使讀者能夠迅速將書中概述的教訓(xùn)應(yīng)用于當(dāng)今充滿活力的信用環(huán)境。

作者簡介

　　劉洋，數(shù)量經(jīng)濟(jì)學(xué)博士，吉林大學(xué)商學(xué)與管理學(xué)院，副教授，碩士生導(dǎo)師。主持完成博士后科學(xué)基金、參與多項課題研究。在核心期刊發(fā)表學(xué)術(shù)論文20余篇。

圖書目錄

第1 章信用風(fēng)險：全球經(jīng)濟(jì)的巨大挑戰(zhàn) ·························································· 1
原書參考文獻(xiàn) ................................................................................................................. 16
第2 章信用文化 ····················································································· 18
原書參考文獻(xiàn) ................................................................................................................. 30
第3 章傳統(tǒng)金融行業(yè)參與者：銀行、儲蓄機(jī)構(gòu)、保險公司、金融公司和
特殊目的實體 ··············································································· 32
原書參考文獻(xiàn) .................................................................................................................. 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(xiàn) .................................................................................................................. 52
第5 章結(jié)構(gòu)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(xiàn) .................................................................................................................. 61
第6 章評級機(jī)構(gòu) ................................................................................................................... 63
原書參考文獻(xiàn) .................................................................................................................. 79
第7 章古典信用分析 ·············································································· 81
原書參考文獻(xiàn) ................................................................................................................. 91
第8 章資產(chǎn)保證型貸款和融資租賃 ····························································· 92
原書參考文獻(xiàn) ................................................................................................................. 99
第9 章信用風(fēng)險模型簡介 ········································································ 100
原書參考文獻(xiàn) ............................................................................................................... 108
第10 章基于會計數(shù)據(jù)和市場價值的信用風(fēng)險模型 ········································· 109
原書參考文獻(xiàn) ............................................................................................................... 161
第11章基于股票價格的企業(yè)信用風(fēng)險模型.............................................146
第12 章消費(fèi)者金融模型 ········································································· 164
原書參考文獻(xiàn) ............................................................................................................... 181
第13 章小企業(yè)、房地產(chǎn)和金融機(jī)構(gòu)的信用模型 ············································ 183
原書參考文獻(xiàn) ............................................................................................................... 193
第14 章信用風(fēng)險模型的測試與實施 ··························································· 195
原書參考文獻(xiàn) ................................................................................................................ 206
第15 章關(guān)于公司違約率 ········································································· 207
原書參考文獻(xiàn) ................................................................................................................ 229
第16 章信用風(fēng)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(xiàn) ............................................................................................................... 252
第17 章信用風(fēng)險遷移 ············································································ 258
原書參考文獻(xiàn) ............................................................................................................... 268
第18 章投資組合方法介紹 ······································································ 271
原書參考文獻(xiàn) ................................................................................................................ 289
第19 章經(jīng)濟(jì)資本與資本配置 ........................................................................................... 291
原書參考文獻(xiàn) ................................................................................................................ 303
第20 章投資組合方法的應(yīng)用 ··································································· 305
原書參考文獻(xiàn) ................................................................................................................ 337
第21 章信用衍生產(chǎn)品 ············································································ 343
原書參考文獻(xiàn) ............................................................................................................... 364
第22 章交易對手風(fēng)險 ············································································ 365
原書參考文獻(xiàn) ............................................................................................................... 380
第23 章國家風(fēng)險模型 ...................................................................................................... 382
原書參考文獻(xiàn) ................................................................................................................ 396
第24 章結(jié)構(gòu)化金融 .......................................................................................................... 399
原書參考文獻(xiàn) ................................................................................................................ 425
第25 章新市場，新玩家，新玩法................................................................................... 428
原書參考文獻(xiàn) ............................................................................................................... 448
第26 章市場混亂，均值回歸 ··································································· 451