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Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide (Hardcover) (ISBN-13: 9780471430377)
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Srichander Ramaswamy
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Books
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Description
xExpert 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.
Author: Srichander Ramaswamy
ISBN-10: 0471430374
ISBN-13: 9780471430377
Publisher: Wiley
Language: English
Published: 12/01/2003
Pages: 274
Format: Hardcover
Weight: 1.08lbs
Size: 8.68h x 6.72w x 0.96d
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.
Author: Srichander Ramaswamy
ISBN-10: 0471430374
ISBN-13: 9780471430377
Publisher: Wiley
Language: English
Published: 12/01/2003
Pages: 274
Format: Hardcover
Weight: 1.08lbs
Size: 8.68h x 6.72w x 0.96d
By Srichander Ramaswamy
xSrichander 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.
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