Compartir
Practical Credit Risk and Capital Modeling, and Validation: Cecl, Basel Capital, Ccar, and Credit Scoring with Examples (en Inglés)
Colin Chen
(Autor)
·
Springer
· Tapa Dura
Practical Credit Risk and Capital Modeling, and Validation: Cecl, Basel Capital, Ccar, and Credit Scoring with Examples (en Inglés) - Chen, Colin
$ 104.20
$ 109.99
Ahorras: $ 5.79
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis ListasSe enviará desde nuestra bodega entre el
Lunes 03 de Junio y el
Martes 04 de Junio.
Lo recibirás en cualquier lugar de Estados Unidos entre 1 y 3 días hábiles luego del envío.
Reseña del libro "Practical Credit Risk and Capital Modeling, and Validation: Cecl, Basel Capital, Ccar, and Credit Scoring with Examples (en Inglés)"
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.
