Credit Portfolio Management

Part I. Charting the Course — Credit Risk Strategies

1. The Case for Credit Portfolio Management
Michael Hünseler

2. Credit Risk Strategies
Michael Hünseler

3. What If: Credit Risk Stress Testing
Michael Hünseler

Part II. Credit Portfolio Management in Practice

4. Evolution of Portfolio Management Business Models
Michael Hünseler

5. Accounting Complexity and Implications
Michael Hünseler

6. Regulatory Capital Management under Basel II
Michael Hünseler

Part III. Hedging Techniques and Toolkits

7. CDS: Hedging of Issuer and Counterparty Risks
Michael Hünseler

8. Loan Credit Derivatives, Subparticipations and Credit Indices
Michael Hünseler

9. Hedge Strategies for Baskets, Swaptions, and Macro Hedges
Michael Hünseler

Nyckelord: Business and Management, Accounting/Auditing, Risk Management, Capital Markets, Business Finance, Banking, Operation Research/Decision Theory