Practical Credit Risk and Capital Modeling, and Validation
Chen, Colin
Produktnummer:
1898fee9df540e4f34ac97a2aa11b282f6
| Autor: | Chen, Colin |
|---|---|
| Themengebiete: | ACL Adaptive and Exhaustive Variable Selection (AEVS) Credit Model Credit Risk Credit Underwriting and Scoring Current Expected Credit Loss (CECL) Economic Capital Internal Financial Report Standards 9 (IFRS9) Model Validation Regulatory Capital |
| Veröffentlichungsdatum: | 23.04.2024 |
| EAN: | 9783031525414 |
| Sprache: | Englisch |
| Seitenzahl: | 391 |
| Produktart: | Gebunden |
| Verlag: | Springer International Publishing |
| Untertitel: | CECL, Basel Capital, CCAR, and Credit Scoring with Examples |
Produktinformationen "Practical Credit Risk and Capital Modeling, and Validation"
This book provides professionals and practitioners with a comprehensive guide on credit risk modeling, capital modeling, and validation for Current Expected Credit Loss (CECL), International Financial Reporting Standard 9 (IFRS9), Basel Capital and Comprehensive Capital Analysis and Review (CCAR) procedures. It describes how credit risk modeling, capital modeling, and validation are done in big banks with code and examples. The book features innovative concepts such as Binary Logit Approximation (BLA) for Competing Risk Framework; Adaptive and Exhaustive Variable Selection (AEVS) for automatic modeling; Full Observation Stratified Sampling (FOSS) for unbiased sampling; and Prohibited Correlation Index (PCI) for Fair Lending Texts. It also features a chapter on credit underwriting and scoring, addressing the credit underwriting risk with some innovations. It is a valuable guide for professionals, practitioners and graduate students in risk management.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen