Credit Portfolio Management phần 5 doc

... Services Pharmaceuticals N01 N02 N03 N04 N 05 N06 N07 N08 N09 N10 N11 N12 N13 N14 N 15 N16 N17 N18 N19 N20 N21 N22 N23 N24 N 25 N26 N27 N28 N29 N30 N31 N32 N33 N34 N 35 N36 N37 N38 N39 N40 N41 N42 N43 N44 N 45 N46 N47 N48 N49 N50 N51 N52 N53 N54 N 55 N56 N57 N58 N59 N60 N61 0 50 100 150 200 250 Retl/Whsl Electronic ... noninvestment grade credits of longer Credit Portfolio Mod...

Ngày tải lên: 14/08/2014, 09:21

... the three-stock portfolio. Stocks Portfolio Weight Coefficient Beta Expected return Standard deviation A 0, 25 0 ,50 0,40 0,07 B 0, 25 0 ,50 0, 25 0, 05 C 0 ,50 1,00 0,21 ... of an equity Investment Analysis and Portfolio Management 67 • Market efficiency • Markowitz Portfolio Theory • Market Portfolio • Nonsatiation • Portfolio Beta...

Ngày tải lên: 14/08/2014, 22:20

... periods in Month 5; .18 from Month 6 to 7 .5; 0 from 7 .5- 8 .5; .33 from 8 .5- 9 .5; and 1.33 during the last half-month of the project. The histogram in Figure 5- 15 provides a picture of how Marie’s individual ... 5- 14. As you can see, Marie will be working a total of .10 (or 10 percent of her time) during Month 1; .30 during Months 1-3 .5; . 85 from Months 3 .5- 5; 1.18 during both...

Ngày tải lên: 07/08/2014, 02:20

... Utilities | Page 45 Page 42 | Effective Utility Management Long-term water supply adequacy: Projected future annual supply relative to pro- jected future annual demand for at least the next 50 years ... in- frastructure costs? Watershed-based approaches include, for example: centralized management of decentralized systems; stormwater management; sourcewater pro- tection programs; and c...

Ngày tải lên: 09/08/2014, 19:21

... management. ” See Chapter 5 for more details. 20 Supra note 17, p. 5. 21 Id., pp. 29–30. 22 Id., pp. 43–44. 23 Id., p. 11. 24 Id., p. 5. 25 APQC, Measurement for Knowledge Management, February 2001. ... Linking Projects to Strategy,” Journal of Prod- uct Innovation Management, Vol. 16, 1999, pp. 52 –64. 23 Id., p. 53 . 24 Supra note 6, p. 442. 25 Id. 26 Id. 27 C. Larson, “R&...

Ngày tải lên: 09/08/2014, 19:21

... CHAPTER 1: A Credit Portfolio Model Inside the IRB Risk Weights 21 Note 23 PART ONE The Credit Portfolio Management Process 25 CHAPTER 2 Modern Portfolio Theory and Elements of the Portfolio 27 Modeling ... banks. The Revolution in Credit Capital Is the Key 5 Portfolio Portfolio Management/ Managers Line Units Line Units Exclusively Partnership Exclusively Responses from...

Ngày tải lên: 14/08/2014, 09:20

... 2.71 3. 25 BB 0.83 2.39 4.32 5. 9 7.44 9.12 10 .52 11 .5 12. 95 13.78 B 6.06 12.37 16.74 19.78 22. 15 24.21 26.69 28 .57 29.4 30. 45 CCC 27.07 35. 12 40.36 44 .55 47.73 49 .52 50 .94 51 .73 54 .09 55 .73 Inv. ... 40% 13% 8% Dedicated credit group other than Credit Portfolio Management 25% 30% 15% Credit Portfolio Management 10% 25% 3% Institution’s Risk Management Gro...

Ngày tải lên: 14/08/2014, 09:20

... results from the 2002 Survey of Credit Portfolio Management Practices. Data Requirements and Sources for Credit Portfolio Management 91 2002 SURVEY OF CREDIT PORTFOLIO MANAGEMENT PRACTICES We asked ... lnLn n n n n n 00 0 1 1 =       +       Data Requirements and Sources for Credit Portfolio Management 65 Data Requirements and Sources for Credit Portfol...

Ngày tải lên: 14/08/2014, 09:21

... 8.01 0.70 0. 05 0.10 0.00 0.00 0.00 AA 0.70 91.04 7.47 0 .57 0. 05 0. 15 0.02 0.00 A 0.07 2.34 91 .55 5. 08 0.64 0.26 0.01 0. 05 BBB 0.03 0.30 5. 65 87.96 4.70 1. 05 0.11 0.19 BB 0.02 0.11 0 .58 7.76 81.69 ... credit portfolios, this means that scenarios are shifted into the region where portfolio value is more sensitive. *See Xiao (2002). 128 THE CREDIT PORTFOLIO MANAGEMENT...

Ngày tải lên: 14/08/2014, 09:21

... 4Q 1Q 1997 1998 1999 2000 2001 2002 44 54 69 53 54 85 58 60 58 71 62 52 58 49 44 34 46 48 30 15 32 EXHIBIT 5. 2 Primary Market for Leveraged Loans: Banks versus Non-Banks Source: Standard & Poor’s. 64% 60% 63% 45% 38% 37% 29% 29% 36% 40% 37% 55 % 62% 63% 51 % 71%71% 49% 1994 ... 189 EXHIBIT 5. 5 Institutional Loan Investor Portfolios Source: Standard & Poor’s. 122...

Ngày tải lên: 14/08/2014, 09:21