Credit Analysis & Lending Management

This class was created by Brainscape user Mitch Stone. Visit their profile to learn more about the creator.

Decks in this class (17)

Ch1 - Fundamentals of Credit Risk
Credit risk,
Three concepts associated with cr...,
Types of transactions that create...
12  cards
Ch2 - Governance
Governance and cr,
Guidelines,
Setting limits
7  cards
Ch3 - Checklist for Origination, Ch4 - Measurement of Credit Risk
Selecting good transactions is no...,
Does the transaction fit into my ...,
Does the risk fit into my existin...
18  cards
Ch 5 - Dynamic Credit Exposure
What is dynamic credit exposure,
Comparison of long term supply ag...,
What creates the dynamic exposure...
6  cards
Ch6 - Fundamental Credit Analysis
What is fundamental credit analysis,
Discuss the incentives of the cre...,
The agency relationship
7  cards
Ch7 - Alternative Estimations of Credit Quality
Evolution of expected default fre...,
Pros and cons of edfs,
What is a credit default swap
5  cards
CH8 - Securitisation
What is securitisation,
What is the attraction of securit...,
What are the building blocks of s...
6  cards
CH9 - Credit Portfolio Management
Level 1 cpm,
Level 1 cpm aggregation,
Level 1 cpm reporting
8  cards
CH10 - Economic Capital and CVaR
Difference between economic and r...,
Default risk vs credit risk,
Mtm continued
8  cards
Ch11 - Regulation
Benefits of regulation,
Pitfalls of regulation 1 2,
Pitfalls of regulation moral hazard
9  cards
CH12 - Accounting Implications of Credit Risk
Loan impairment,
What does impairment of debt secu...,
Accounting for netting
5  cards
CH13 - Mitigating Derivative Counterparty CR
List the 5 basic criteria that co...,
1 credit quality,
2 liquidity
6  cards
CH14 - Structural Mitigation
What are covenants,
List the three types of covenants,
Affirmative covenants
5  cards
CH15 - Credit Insurance
What is credit insurance,
Coverage types 1 ground up coverage,
Coverage types 2 stop loss coverage
4  cards
CH16 - Credit Derivatives
List the three uses of credit def...,
1 protection of a credit exposure,
2 investment in credit long credit
4  cards
CH17 - Collateral Debt Obligations
What is a cdo,
What are the two main families of...,
Cash vs synthetic cdo
3  cards
CH18 - Bankruptcy
Bankruptcy,
Chapter 11,
Chapter 7
3  cards

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Credit Analysis & Lending Management

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