Managing Credit Risk in Corporate Bond Portfolios

Book Name : Managing Credit Risk in Corporate Bond Portfolios_x000D_
A Practitioner's Guide

By by Srichander Ramaswamy

Sub Title : A Practitioner's Guide

Written by : by Srichander Ramaswamy

Subject Category : Business

Read online, or download PDF file

about this book

Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers how to measure and manage the risks of a corporate bond portfolio against its benchmark. This comprehensive guide explores a wide range of topics surrounding credit risk and bond portfolios, including the similarities and differences between corporate and government bond portfolios, yield curve risk, default and credit migration risk, Monte Carlo simulation techniques, and portfolio selection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne. Wiley; March 2004 ISBN 9780471488323 Read online, or download in secure PDF format Title: Managing Credit Risk in Corporate Bond Portfolios Author: Srichander Ramaswamy Imprint: Wiley Subject categories Business > Corporate Finance Business > Finance Business > Investments & Securities ISBNs 0471488321 9780471430377 9780471488323 About The Author Srichander Ramaswamy is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne. Previously, he was a financial engineer with Credit Suisse in Zurich. Dr. Ramaswamy is a contributor to the Journal of Portfolio Management and other professional journals. He holds a PhD in aerospace engineering from the University of Cincinnati.

About The authore

NA

Related subjects

Business - Corporate Finance Business - Finance Business - Investments & Securities

ISBN

0471488321 - 9780471430377 - 9780471488323

In The Press:

Srichander Ramaswamy is Head of Investment Analysis at the Bank for International Settlements (BIS) in Basel, Switzerland, and Adjunct Professor of Banking and Finance, University of Lausanne. Previously, he was a financial engineer with Credit Suisse in Zurich. Dr. Ramaswamy is a contributor to the Journal of Portfolio Management and other professional journals. He holds a PhD in aerospace engineering from the University of Cincinnati.

Imprint

Wiley