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About this product
- DescriptionA cutting-edge text on credit portfolio management Credit risk. A number of market factors are causing revolutionary changes in the way it is measured and managed at financial institutions. Charles Smithson, author of the bestselling Managing Financial Risk, introduces a portfolio management approach to credit in his latest book.
- Author BiographyCHARLES W. SMITHSON is the Managing Partner of Rutter Associates. His career has spanned the gamut, with positions in academia, government, and the private sector. Smithson most recently worked for CIBC, where he created the School of Financial Products. He was formerly Managing Director for Risk Management Research and Education at Chase Manhattan Bank, and Managing Director for Risk Management Research at Continental Bank. The author of numerous articles in professional and academic journals, Smithson is best known as the originator of the Building Block Approach to Financial Products. He is the author of five books, including The Handbook of Financial Engineering and Managing Financial Risk (now in its third edition). Smithson was instrumental in the formation of the International Association of Credit Portfolio Managers (IACPM) and served as its first Executive Director. Smithson served as a member of the Working Group for the Global Derivatives Project, sponsored by the Group of Thirty, and on the board of directors of the International Swaps and Derivatives Association (ISDA). Smithson received his PhD in economics from Tulane University.
- Author(s)Charles W. Smithson
- PublisherJohn Wiley and Sons Ltd
- Date of Publication11/03/2003
- GenreManagement & Business: General
- Series TitleWiley Finance Series
- Place of PublicationNew York
- Country of PublicationUnited States
- ImprintJohn Wiley & Sons Inc
- Content NoteIllustrations
- Weight604 g
- Width162 mm
- Height237 mm
- Spine30 mm
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