Credit Risk Management

Author: Gary M. Deutsch and Brian Ranson
Format: 3-Ring Binder with CD
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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. Originally authored by Brian Ranson, it is now updated by Gary M. Deutsch. This book provides you with a clear, practical decision support informed by their 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 Authors

Gary M. Deutsch, CPA has worked extensively with financial institutions in audit, lending, financial, and operational areas. He has served in senior positions for regional banks as VP of Finance, Real Estate Loan Officer and Senior Audit Manager. Mr. Deutsch served as a consultant to financial institutions in strategic planning, profit improvement, financial management, and merger- and acquisition-related studies while working at KPMG. He was the CFO at a start-up bank, where he organized the accounting, finance, and investment functions to manage significant growth.

Mr. Deutsch is the President of BRT Publications LLC, a professional authoring company serving the financial industry. Some of his published works for AlexInformation and Sheshunoff Information Services include ALM Management Manual, Loan Procedures Manual, Practices and Procedures for Financial Institution Risk Management, Bank Controller’s Manual, Internal Audit Procedures Handbook, and Risk-Based Audit for Financial Institutions.

Brian Ranson (original author) has been Managing Director for Moody’s KMV as well as an Executive Managing Director for BMO Monegy, a Bank of Montreal Group operation that manages credit risk portfolios for investors around the world. 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.