Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Active Credit Portfolio Management - Bringing the Capital Market Perspective Into Bank Lending: A Practitioners' View

Active Credit Portfolio Management - Bringing the Capital Market Perspective Into Bank Lending: A Practitioners' View

Dürr, Jochen

Paperback

Series: Europaeische Hochschulschriften / European University Studie, Book 3276

AccountingBusiness General

Currently unavailable to order

ISBN10: 3631569351
ISBN13: 9783631569351
Publisher: Peter Lang
Published: Nov 23 2007
Pages: 429
Language: English
Driven by profound and sustainable changes in credit markets, banks that are engaged in the lending business have recently felt strong pressure to rethink and improve their business model. As a consequence, the concept of implementing a portfolio view on loan exposures and actively managing the credit portfolio, mainly by means of capital market transactions, has emerged. The goal of this active credit portfolio management (ACPM) approach is to achieve a risk-return optimal portfolio composition instead of pursuing the conventional transaction-oriented approach, whereby bank loans are statically held until maturity or default. Based on the results of a comprehensive empirical study on ACPM, conducted among the largest and most significant European financial institutions, this book describes in detail how the ACPM approach has been implemented in practice so far. Furthermore, the question regarding the optimal ACPM business model to be established, depending on specific determining factors, is discussed in depth.

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