Credit Risk Management and Basel II [Hardcover]

Mohan Bhatia (Author)

Book Description

ISBN-10: 1904339433 | ISBN-13: 978-1904339434 | Publication Date: September 26, 2006

With the entire financial sector across the globe working on the implementation of the 2004 Basel II Accord in some form and intensity there is much work to be done at bank level. Credit Risk Management gives you the means to put in place the credit risk measurement and management framework, policies, procedures and practices that are needed.

As a unique implementation guide covering the entire spectrum of credit risk management, this book will assist you with your credit risk policy and help you to facilitate the establishment of risk processes and procedures and implementation of information technology.

Having assessed the vast amount of existing literature on this subject Bhatia found the bulk of it to be deficient in many areas, this book fills in the gaps for you by:

• Approaching explanations from a non- mathematical perspective, with the spirit behind the mathematics and equations explained in an accessible manner,

• Taking a holistic approach, with an end-to-end analysis of the credit risk problem; and

• Absorbing and integrating best practices echoed by the Basel Accord.

An excellent framework for analysis and implementation is provided and this information will be beneficial for a wide range of people from risk managers and compliance officers to credit risk administration personnel, front and middle office personnel, and students of GARP or financial engineering.

Editorial Reviews

About the Author

Mohan Bhatia is a Senior Principal Consultant for Basel II Practice at I-flex where he is currently spearheading Reveleus Basel II implementation. Possessing a very rare combination of skills in banking, risk management and IT, over the last four years he has helped banks prepare for Basel II implementation. This includes designing a solution for credit risk management in Japan, and a risk management solution for a bank in Jakarta where he also worked as a technology risk manager to prepare the bank for operational risk management.

Product Details

• Hardcover: 450 pages
• Publisher: Risk Books (September 26, 2006)
• Language: English
• ISBN-10: 1904339433
• ISBN-13: 978-1904339434
• Product Dimensions: 9.4 x 6.4 x 1.2 inches
• Shipping Weight: 3.2 pounds (View shipping rates and policies)
• Average Customer Review: 1.8 out of 5 stars  See all reviews (5 customer reviews)
• Amazon Best Sellers Rank: #2,782,765 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

6 of 6 people found the following review helpful:

1.0 out of 5 stars Disappointed, September 3, 2007

By 

Nancy Moore - See all my reviews

This review is from: Credit Risk Management and Basel II (Hardcover)

I am very disappointed with this book.

Being an opt-in bank, we were looking for a good book on credit risk for our Basel II implementation program. This book seemed the most appropriate - the description & table of contents looked good and had one good review. The fact that this was from riskbooks gave us additional assurance.

The book turned out to be a big disappointment:

1. Has no substance or insights and does not discuss the challenges in a Basel II implementation

2. Surpisingly, many of the descriptions/explanations are flawed - the description about linkages of credit risk to macroeconomic factors, a section on willingness to pay, transition risk and law of large numbers (to name a few) were amusing!!

3. Was not coherent at multiple places

Caveat Emptor

4 of 4 people found the following review helpful:

1.0 out of 5 stars Very disappointing treatment of issues related to securitisations, April 7, 2008

By 

AMM - See all my reviews

This review is from: Credit Risk Management and Basel II (Hardcover)

Given the detailed treatment given in the Basel II framework to securitisations, it is baffling to find no more than a handful of pages hastily written on the subject !! Big letdown !!

4 of 4 people found the following review helpful:

1.0 out of 5 stars Very Very Disappointing, August 1, 2007

By 

Y. Wong (USA) - See all my reviews
(REAL NAME)   

This review is from: Credit Risk Management and Basel II (Hardcover)

This book is obviously a quick shot. It's bits and pieces taken from various articles and put together in an incoherent manner. Also, the author has chosen to spray the text with graphs, a few surveys and a few formulaes, often irrelevant and seemingly arbitrarily selected.