Overview
Credit Portfolio Management is a topical text on approaches to the active management of credit risks. The book is a valuable, up to date guide for portfolio management practitioners. Its content comprises of three main parts: The framework for managing credit risks, Active Credit Portfolio Management in practice and Hedging techniques and toolkits.
Full Product Details
Author: Michael Hünseler
Publisher: Palgrave Macmillan
Imprint: Palgrave Macmillan
Dimensions:
Width: 15.50cm
, Height: 2.20cm
, Length: 23.50cm
Weight: 5.561kg
ISBN: 9780230391499
ISBN 10: 0230391494
Pages: 260
Publication Date: 26 July 2013
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Hardback
Publisher's Status: Active
Availability: In Print
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Reviews
'Tackling a complex subject, this book makes it greatly accessible. Its non-technical, real life orientation from actual developments makes it absolutely useful for practitioners. The book's structure along the lines of the credit value chain ensures that all key areas are well covered, providing an insightful, updated, and comprehensive guide.' - Luis Maglanoc, CFA. Global Head of Credit Research, UniCredit Bank AG, Germany
'Tackling a complex subject, this book makes it greatly accessible. Its non-technical, real life orientation from actual developments makes it absolutely useful for practitioners. The book's structure along the lines of the credit value chain ensures that all key areas are well covered, providing an insightful, updated, and comprehensive guide.' - Luis Maglanoc, CFA. Global Head of Credit Research, UniCredit Bank AG, Germany 'Michael Huenseler gives a comprehensive overview of all relevant aspects of credit portfolio management from a bank's perspective. His detailed and articulate explanation of credit default swaps as hedging instrument, highlighted through various practical examples from recent experience, provide valuable insight not only with regards to effectiveness but also to its repercussions to the wider market place.' - Marion Stommel-Hatzidimoulas, Head of Credit, Legal & General Investment Management
Author Information
Michael Hünseler is currently Head of Credit Portfolio Management at Assenagon Asset Management. Previously, he was Head of Credit Risk Strategies and Analytics at Unicredit Group, and Head of Active Credit Portfolio Management at Hypovereinsbank. Prior to this, Michael was responsible for developing the corporate bond, high yield and structured products business as Head of Credit at Deka Investment. Michael is one of 50 people who were honored in the Credit Magazine's Hall of Fame for his achievements in the European corporate debt market, and was awarded ""Credit Portfolio Manager Of The Year 2007"" by Risk magazine.
