Risk-Adjusted Lending Conditions An Option Pricing Approach
Fr. 95.00
inkl. MwStBeschreibung
Details
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
04.04.2003
Verlag
John Wiley & Sons IncSeitenzahl
286 (Printausgabe)
Dateigröße
1291 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780470859179
In order to operate their lending business profitably, banks must
know all the costs involved in granting loans. In particular, all
the expenses they incur in covering losses must be included.
Provided loan risks can be calculated, it is possible in each case
to charge a price that is appropriately adjusted for risk, thus
making it possible to make high-risk loans.
In "Risk-adjusted Lending Conditions" the author presents a model,
to measure and calculate loan risks, showing how it functions and
how it may be applied. His approach has its origins in the ideas
put forward by Black/Scholes in 1973, and thus owes much to option
price theory. From this the author has succeeded in developing a
solution such that, whatever a company's debt position and however
its balance sheet may be structured, any situation can be
individually assessed. Building on this, he demonstrates how
combinations of loans with the lowest possible interest costs can
be tailor-made for any company. The book contains numerous
examples, making it easy for practising bankers to see how the
model may be applied
know all the costs involved in granting loans. In particular, all
the expenses they incur in covering losses must be included.
Provided loan risks can be calculated, it is possible in each case
to charge a price that is appropriately adjusted for risk, thus
making it possible to make high-risk loans.
In "Risk-adjusted Lending Conditions" the author presents a model,
to measure and calculate loan risks, showing how it functions and
how it may be applied. His approach has its origins in the ideas
put forward by Black/Scholes in 1973, and thus owes much to option
price theory. From this the author has succeeded in developing a
solution such that, whatever a company's debt position and however
its balance sheet may be structured, any situation can be
individually assessed. Building on this, he demonstrates how
combinations of loans with the lowest possible interest costs can
be tailor-made for any company. The book contains numerous
examples, making it easy for practising bankers to see how the
model may be applied
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