Overview

Proper analysis of credit risk is essential to a financial institution's understanding of the largest exposure it faces. This book argues the necessity of a credit risk measurement process to complement credit risk assessment. It discusses current credit risk management processes and their deficiencies, providing case studies to enhance the material. Contributions are from leading international practitioners and academics. It offers a fresh approach to credit risk management, combining both analytical and practical perspectives and includes case studies from some of the largest financial institutions. A CD-ROM is included that provides a functioning version of the Simplex proprietary credit risk measurement model and system.

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9780471479062

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Gordian Gaeta is a director and founder of a range of consulting and advisory firms as well as private equity investment companies in services and light industries redominantly in Europe and Asia. He specializes in developing and implementing analytical solutions for complex strategic issues in financial services and other industries undergoing significant change or being exposed to intricate risk issues. Justin Hingorani works with Maple Securities (UK) Ltd. in London developing both bespoke structured credit products for clients and Maple's internal credit research practice. Maple is a global financial services company with headquarters in Toronto and offices in London, Jersey City, Frankfurt, Milan and Amsterdam (maplesecurities.com). Mr. Hingorani was formerly a director of Simplex Credit Advisory in Hong Kong, providing credit risk management technologies and solutions. Shamez Alibhai works with Barclays Group PLC in London in the Retail Portfolio Management Unit. Mr. Alibhai is responsible for developing credit risk measurement approaches and risk transfer strategies for the groups' retail portfolio. Prior to joining Barclays, he was a director of Simplex Credit Advisory in Hong Kong, providing credit risk management technologies and solutions.

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