000			01284nam a22001577a 4500
999			_c25525 _d25525
020			_a9781107146471
082			_a332.10681 _bBAN-M
100			_aBandyopadhyay, Arindam
245			_aManaging Portfolio Credit Risk in Banks
260			_aNew Delhi _bCambridge University Press _c2016
300			_axxvii, 361p.
504			_aInclude Index
520			_aCredit risk is the risk resulting from the uncertainty that a borrower or a group of borrowers may be unwilling or unable to meet their contractual obligations as per the agreed terms. It is the largest element of risk faced by most banks and financial institutions. Potential losses due to high credit risk can threaten a bank's solvency. After the global financial crisis of 2008, the importance of adopting prudent risk management practices has increased manifold. This book attempts to demystify various standard mathematical and statistical techniques that can be applied to measuring and managing portfolio credit risk in the emerging market in India. It also provides deep insights into various nuances of credit risk management practices derived from the best practices adopted globally, with case studies and data from Indian banks.
650			_aBanks & Banking _vRisk Management _vCredit Management
942			_2ddc _cBK