Credit Risk Management

For the past two years, banking regulators' top financial concern has been bank controls over credit risk. Contributing to this concern is the recent 22% increase of non-performing loans - a frightening statistic. Complacency about credit risk, including the assumption that you know all you need to know, can have massive negative consequences for your institution.

There is a better way to expand your knowledge, minimize the risk to your institution, and keep abreast of changes.

Sheshunoff's Credit Risk Management gives you critical information, tools, and techniques you need to ensure stable credit portfolios - essential guidance on risk measurement, loan pricing and structuring, and portfolio diversification. It’s authored by Brian Ranson, one of the world’s foremost experts in managing credit risk. So you get clear, practical decision support informed by his tested risk management expertise, including nontechnical, objective descriptions of the models banks are using to manage credit risk.

Credit Risk Management includes detailed discussion and practical tools and techniques focused on what you need to know now, including:

• The Importance of Credit Risk Management
• Expected Loss
• Measuring Default Risk
• Structuring Credit Agreements: Covenants and Collateral
• Designing and Implementing a Rating System
• Capital
• Designing and Implementing a RAROC Approach
• Loan Pricing
• Using Credit Default Models
• Portfolio Management of Credit Risk
• Retail (Consumer) and Small Business Credit Risk
• Loan Workouts
• Information Systems for Credit Risk Management
• Credit Derivatives
• Structured Credit Notes
• Institutional and Leveraged Loans
• Organizational and Human Resources Issues
• Credit Risk Management and the New Basel Accord Proposals

About the Author

Brian Ranson is an Executive Managing Director for BMO Monegy, a Bank of Montreal Group operation that manages credit risk portfolios for investors around the world. He has a global reputation as a pioneer in the introduction of modern portfolio theory to the management of credit risk in banking.

Brian was the founder of the International Portfolio Management Group, which now represents many of the largest banks in the world. He has lectured on credit risk management in North America, Europe, the Far East, the Middle East, and Australia. Brian is the author of many articles on credit risk management, a former columnist on credit risk matters in Global Investor Magazine, and the author of the portfolio management chapter in Sheshunoff's Risk Management for Banks: A Guide to Regulatory Compliance.

You might also be interested in:

• Liquidity Risk Management
• Interest Rate Risk Management for Banks
• Pratt's Bank Asset/Liability Management
• Bank Controllers Report
• Bank Treasurer's Manual
• Banker's Investment Guide Series

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