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  1. Mkaim

    RAROC and Goodwill Amortization/Depreciation

    Hi David, Just noticed that Crouhy, et al. mention that "Goodwill is also depreciated over time" on page 150. If I recall correctly, under FASB, Goodwill is not amortized but is tested for impairment and charged of appropriately if impairment exists. However, there seems to be an exception...
  2. Mkaim

    Core and noncore loans - Crouhy, Chapter 12 - The Credit Transfer Markets - and Their Implications

    Anyone who is willing to opine, Please see the excerpt from Crouhy et al below from chapter 12. Perhaps I'm thinking too deep into this, but why are the noncore loans better managed by the "credit portfolio management group" and the core loans managed by the business units? One would assume...
  3. Mkaim

    Credit Risk - Choudhry and Crouhy Study Notes

    Hi David and Nicole, I'm just trying to get an estimate as to when you expect to post the Credit Risk study notes for Choudhry and Crouhy. Just trying to manage my time by trying to avoid 60 pages of Choudry's MBS from the GARP books. I'm pretty sure this is your least favorite type of...
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