Bank Credit Risk and Capital Allocation
I created this outline of commercial loan risk in 1999, when I was head of capital allocations at KeyCorp. I think there are still some important novel insights mentioned, and since it was never published, I figure I can help posterity by keeping it on the website . Each portion has hyperlinks to supporting tables and graphs, many of which can be accessed directly here.
I am now fortunate enough to be in a position where my musings are a bit more pointed in their application to making money, and therefore won't be adding to this, though errors are occasionally rectified.
|charge-offs over time|
|charge-offs over credit grade|
|annualized loss rates|
|bank vs. public debt|
Fun statistical facts and financial equations
|Proof that discounted EVA = NPV|
|Porter's 5 forces|
|Risk Manager's Exam|
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