Last edited by Gasida
Tuesday, July 21, 2020 | History

5 edition of Active Credit Portfolio Management found in the catalog.

Active Credit Portfolio Management

A Practical Guide to Credit Risk Management Strategies

by Jochen Felsenheimer

  • 370 Want to read
  • 22 Currently reading

Published by Wiley-VCH .
Written in English

    Subjects:
  • Credit & credit institutions,
  • Consumer Finance,
  • Business & Economics,
  • Personal Finance,
  • Business & Economics / Personal Finance / General,
  • Personal Finance - General,
  • Credit,
  • Management,
  • Portfolio management,
  • Risk management

  • The Physical Object
    FormatHardcover
    Number of Pages581
    ID Numbers
    Open LibraryOL9053003M
    ISBN 103527501983
    ISBN 109783527501984

    The Active Portfolio Management & Asset Allocation course reviews in detail the latest developments and best practices within the banking and finance industry, with a key focus on asset allocation, portfolio construction, style management strategies, performance measurement and popular thematic trends. After attending this course you will know how to. The particular book was written by famous writer in this era. Typically the book untitled Active Credit Portfolio Management in Practice (Wiley Finance) 1st (first) Edition by Bohn, Jeffrey R., Stein, Roger M. published by Wiley ()is a single of several books in which everyone read now. This particular book was inspired many people in the.

    Investment Analysis and Portfolio Management 5 The course assumes little prior applied knowledge in the area of finance. The course is intended for 32 academic hours (2 credit points). Course Objectives Investment analysis and portfolio management course objective is to help. "This new edition of Active Portfolio Management continues the standard of excellence established in the first edition, with new and clear insights to help investment professionals." -William E. Jacques, Partner and Chief Investment Officer, Martingale Asset Management. "Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and /5(6).

    What Is Credit? 2 Evolution of Credit Markets 7 Defining Risk 11 A Word about Regulation 13 What Are Credit Models Good For? 14 Active Credit Portfolio Management (ACPM) 16 Framework at 30, Feet 19 Building Blocks of Portfolio Risk 23 Using PDs in Practice 32 Value, Price, and Spread 34 Defining Default 38 Portfolio'Performance Metrics   The goal of active management is to outperform a specific market index or, in a market downturn, to book losses that are less severe than a specific market index : Ashley Chorpenning.


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Active Credit Portfolio Management by Jochen Felsenheimer Download PDF EPUB FB2

'Credit portfolio management is at the heart of the current banking crisis, and this book offers practitioners a complete and comprehensive guide to the subject. Various case studies add a real world element to the theory presented in the book while also offering in-depth instruction on how to avoid the pitfalls of active credit risk management.'Cited by: 1.

Credit portfolio management (CPM) is a key function for banks (and other financial institutions, including insurers and institutional investors) with large, multifaceted portfolios of credit, often including illiquid loans.

Historically, its role has been to understand the institution’s aggregate credit risk, improve returns on those risks—sometimes by trading loans in the secondary market. State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis.

Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management.

The authors have written a text that is Cited by:   Managing credit risk is an inherent part of the banking business. Traditionally, credit exposures were assessed and managed at an individual level as the activity in a banking Active Credit Portfolio Management book was limited to addition, maturity, or closure of credit exposures.

With limited avenues to offload risks and lack of strong regulatory incentives to actively manage risks, [ ]Author: Tasneem Chherawala. Filled with in-depth insights and expert advice, Active Credit Portfolio Management in Practice serves as a comprehensive introduction to both the theory and real-world practice of credit portfolio management.

The authors have written a text that is technical enough both in terms of background and implementation to cover what practitioners and. Evaluate the inter-action of credit risk within a portfolio exposures (especially default correlation), and how these can be measured and quantified; Review how the main drivers of credit risk are modeled and sensitized; Understand how credit portfolio modeling is used within firm-wide risk management and regulatory and economic capital process.

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.

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 : Palgrave Macmillan UK.

Active credit portfolio management: a practical guide to credit risk management strategies. Credits in the Global Asset Allocation. Building Blocks of Credit Portfolio Management.

Key Portfolio Figures. name\/a> \" Active credit portfolio management: a practical guide to credit risk management strategies\/span. Find many great new & used options and get the best deals for Outlines and Highlights for Active Credit Portfolio Management in Practice by Jeffrey Bohn, Isbn: by Cram Textbook Reviews Staff (, Paperback, New Edition) at the best online prices at eBay.

Free shipping for many products. The investor who follows an active portfolio management strategy buys and sells stocks in an attempt to outperform a specific index, such as the Standard &. Professional acclaim for Active Portfolio Management, 2nd edition.

"Active Portfolio Management is a unique reference for understanding the source of value-added by a money manager. I am an enthusiastic supporter of the methodology used in the book, and I highly recommend it to both the professional and academic communities."/5(21).

ACPM - Active Credit Portfolio Management. Looking for abbreviations of ACPM. Effects of securitisation on the loan portfolio composition (loan book), credit risk exposure, asset funding of banks and banking regulation.

Active Credit Portfolio Management; Active Cross Domain Resource Manager; Active Cruise Control. Active management is the use of a human element, such as a single manager, co-managers or a team of managers, to actively manage a fund's portfolio.

Active managers rely on analytical research. -Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management. Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in /10(52).

An active portfolio manager cannot do this without practical and conceptually sound methods for both measuring diversification, and determining portfolio holdings to minimize Measuring risk alone is insufficient when considering conceptually sound methods of active management.

For see “Modeling Credit Portfolios,” and Levy, Hu, and File Size: KB. Active management (also called active investing) refers to a portfolio management strategy where the manager makes specific investments with the goal of outperforming an investment benchmark index or target return.

In passive management, investors expect a return that closely replicates the investment weighting and returns of a benchmark index and will often invest in an index fund. Active & Passive Portfolio Management. Active PM refers to the service when there is active involvement of portfolio managers in buy-sell transactions for securities.

It ensures meeting the investment objectives of the investor. Whereas Passive PM refers to managing a fixed portfolio where the portfolio performance is matched to the market index. Types of Portfolio Management. Portfolio Management is further of the following types: Active Portfolio Management: As the name suggests, in an active portfolio management service, the portfolio managers are actively involved in buying and selling of securities to ensure maximum profits to individuals.

Passive Portfolio Management: In a passive. In particular, this strategy can provide crisis alpha for the active fund manager to significantly reduce crash declines without opportunity costs.

Portfolio alpha can finally be achieved through rule-based rebalancing. Thus, the macro value factor is. Active management means allocation of resources based on an active strategy. Usually active management is performed against a benchmark, requiring intended over-/ underweights of positions.

Passive management means following an index, benchmark or another portfolio using quantitative techniques, such as principal componentFile Size: KB.This book grew out of two efforts that started in First, my group at BlackRock—the Systematic Active Equity team—held an investor sym-posium for our clients in May of that year.

Raffaele Savi and Jeff Shen, the co-heads of the group, encouraged me to. Active management is an investment strategy in which an investor or an outside manager or managers actively manage a portfolio. Fund managers use fundamental analysis, technical analysis, forecasting and their knowledge and experience to make investment decisions.