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Corporate Credit Risk Management

Autor Christian Langkamp
en Limba Engleză Paperback – 23 feb 2014
The financial crisis has shown that a significant proportion of the assets held by large corporations are exposed to credit risk that must be managed. This doctoral thesis sets out to analyse the contextual and organisational framework within which these activities are set and the practices employed by professionals in the field. This analysis draws on a set of interview-based data from large corporations in Europe and Brazil, predominantly from the chemical, energy, trading, and general manufacturing industries. Due to their diverse natures, the subjects of customer and financial institution counterparty credit risk are treated separately, addressing for each the organisation of the function, data acquisition process, and IT setup recommendable in order to effectively drive risk management, including a review for the practitioner to analyse his or her processes. A final chapter with analyses regarding trade credit insurance, sovereign risk, and quantitative special items rounds off the text making it into a comprehensive treatise on credit risk management in an industrial corporation.
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Specificații

ISBN-13: 9783844103090
ISBN-10: 3844103090
Pagini: 324
Dimensiuni: 148 x 210 x 21 mm
Greutate: 0.39 kg
Editura: Josef Eul Verlag GmbH

Notă biografică

Christian Langkamp is currently active as Financial Manager Asia Pacific for the Precious & Base Metal Services Business Unit of BASF Group. Before that he has held positions in BASF Group Treasury. He started in Group and Subsidiary Financing working on interest rate and FX risks including a project assignment with BASF S.A. in Sao Paulo. After the financial crisis he joined the credit risk team for the project to design and implement an early warning system for counterparty credit risk management. He has been awarded a Master's degree in Mathematics from Lincoln College, Oxford University (UK) and an MBA from RWTH Aachen.

Cuprins

1 Introduction2 Methodology2.1 Interview description 2.2 Case-study research methodology2.3 Review of the methodology applied in this thesis2.4 Extension of scope of the research project2.5 Conclusion3 Customer credit risk3.1 Introduction3.2 Organisation of customer credit management3.3 General organizational issues3.4 IT foundation for credit management and credit information data model (CIDM)3.5 Exposure aggregation3.6 Collecting and utilizing external credit data3.7 The credit assessment process3.8 Portfolio reporting and risk measurement3.9 Risk communication3.10 Credit profitability and risk management3.11 IT environment3.12 Improving the credit risk process3.13 Outlook4 Counterparty credit risk4.1 Introduction and motivation of research4.2 Organization of CCR4.3 IT foundation for CCR and the CCR data model4.4 Exposure aggregation4.5 The credit assessment process4.6 Portfolio reporting and risk measurement4.7 Risk management4.8 Evaluation of a specific CCR concept4.9 Outlook5 Extended studies5.1 Credit insurance5.2 Risk Management in times of financial crisis5.3 Country risk management5.4 Limit assignment rules - choosing the right one5.5 Analyzing a potential credit risk portfolio5.6 Integrating counterparty credit risk and customer credit risk5.7 Comparison of practices between Europe and Brazil5.8 Conclusion of chapter on extended studies6 Conclusion