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Taming Risk: Complete Credit Portfolio Management
Euromoney Institutional Investor, Jan 2005, Pages: 224
This title explains the background, size and growth of the credit markets, the nature of credit risk, the historical pattern of credit returns, the approach of the rating agencies and the motivation for credit portfolio management. Why and how has the credit market reached its current size? What is the scope and complexity of the various credit sectors? Why it is likely to grow rapidly in the future?
Extensive, practical discussion of the tools available for portfolio management, including loan trading, credit derivatives, and the modelling of credit instruments in a portfolio context. Readers will achieve a thorough understanding of the credit markets and instruments.
Individual chapters address the practical issues facing different types of investors: banks, institutional credit fund managers, insurance companies, and opportunities and risks facing private clients looking to add credit to their portfolios.
A comprehensive guide to the implementation of credit portfolio management in three parts:
- Credit risk, theory and modelling;
- Instruments and techniques to manage exposure; and
- Practical issues in implementing credit portfolio management in various financial environments.
Benefits of this title Include:
- A complete guide to credit portfolio management, examining the risks in the credit market and how to accurately measure exposure to this risk.
- Includes an explanation of the background, size and growth of the credit markets, the nature of credit risk, the historical pattern of credit returns, the approach of the rating agencies, understanding of the credit markets and instruments and the motivation for credit portfolio management.
- The book brings together a number of topics in credit risk in one resource: risk management, Basle II, strategy, fund and private client management, providing the reader with an overview of the credit market.
- It gives a balanced view of its risks and rewards and indicates how credit products may be incorporated in portfolios at all levels.
This book will be a great aid to:
- Bank and insurance senior managers
- Bond and Loan Portfolio Manager
- Private Client Managers
- Heads of Risk
- Heads of Credit
- Chief Operating Officers
- Commercial bank relationship managers
- Graduate trainees with a good risk background as a foundation for further technical work
- Bank and insurance regulators
- Corporate treasurers and finance professionals
- Central bankers
- Securitisation professionals
- Credit traders
About the Author
Mark Fisher is a Managing Director and Founding Partner of Promethion Limited, a company which provides credit advisory services to hedge funds, investment managers and financial institutions. Promethion has undertaken advisory projects for leading investment banks, a Swedish insurance company, a market-neutral equity hedge fund and a structured credit fund.
Mark graduated from New College, Oxford with an M.A. and worked in the City of London for over 20 years. His product expertise includes all forms of cash and synthetic exposures: credit derivatives and credit-linked notes, CDOs, asset backed securities and repackaging assets through special purpose vehicles. Prior to establishing Promethion in 2001, he was a Managing Director in the Investment Banking Division of the Bank of Tokyo-Mitsubishi from 1995 to 2001, a Director of Merrill Lynch International from 1992 to 1995 and an Assistant Director at Samuel Montagu from 1987 to 1992.
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