Colin Chen: Practical Credit Risk and Capital Modeling, and Validation, Gebunden
Practical Credit Risk and Capital Modeling, and Validation
Buch
- CECL, Basel Capital, CCAR, and Credit Scoring with Examples
lieferbar innerhalb 2-3 Wochen
(soweit verfügbar beim Lieferanten)
(soweit verfügbar beim Lieferanten)
Aktueller Preis: EUR 106,66
- Verlag:
- Springer International Publishing, 04/2024
- Einband:
- Gebunden, HC runder Rücken kaschiert
- Sprache:
- Englisch
- ISBN-13:
- 9783031525414
- Artikelnummer:
- 11842995
- Umfang:
- 416 Seiten
- Ausgabe:
- 2024
- Gewicht:
- 787 g
- Maße:
- 241 x 160 mm
- Stärke:
- 28 mm
- Erscheinungstermin:
- 23.4.2024
- Serie:
- Management for Professionals
- Hinweis
-
Achtung: Artikel ist nicht in deutscher Sprache!
Klappentext
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.
Colin Chen
Practical Credit Risk and Capital Modeling, and Validation
Aktueller Preis: EUR 106,66