Fair lending compliance : intelligence and implications for credit risk management

Clark R. Abrahams, Mingyuan Zhang

Praise forFair Lending ComplianceIntelligence and Implications for Credit Risk Management"Brilliant and informative. An in-depth look at innovative approaches to credit risk management written by industry practitioners. This publication will serve as an essential reference text for those who wish to make credit accessible to underserved consumers. It is comprehensive and clearly written."--The Honorable Rodney E. Hood"Abrahams and Zhang's timely treatise is a must-read for all those interested in the critical role of credit in the economy. They ably explore the intersection of credit access an

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Year of publication:	c2008
Authors:	Abrahams, Clark R.
Other Persons:	Zhang, Mingyuan (contributor)
Publisher:	Hoboken, N.J : Wiley
Subject:	Theorie \| Theory \| Kreditrisiko \| Credit risk \| Risikomanagement \| Risk management \| Kreditgeschäft \| Bank lending \| Kreditwürdigkeit \| Credit rating \| Bankmanagement \| Bank management
Description of contents:	Table of Contents [gbv.de]

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Extent:	Online-Ressource (xvii, 357 p) ill 26 cm
Series:	Wiley and SAS Business Ser ; v.13 Wiley & SAS business series
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index FAIR LENDING COMPLIANCE; CONTENTS; FOREWORD; PREFACE; PURPOSE OF THIS BOOK; ORGANIZATION OF TOPICS; WHO CAN BENEFIT FROM THIS BOOK; ACKNOWLEDGMENTS; CHAPTER 1: CREIDT ACCESS AND CREDIT RISK; ENTERPRISE RISK MANAGEMENT; LAWS AND REGULATIONS; CHANGING MARKETS; PREPARE FOR THE CHALLENGES; RETURN ON COMPLIANCE; Appendix 1A; Appendix 1B; CHAPTER 2: METHODOLOGY AND ELEMENTS OF RISK AND COMPLIANCE INTELLIGENCE; ROLE OF DATA IN FAIR LENDING COMPLIANCE INTELLIGENCE; SAMPLING; TYPES OF STATISTICAL ANALYSIS; COMPLIANCE SELF-TESTING STRATEGY MATRIX; CREDIT RISK MANAGEMENT SELF-TESTING STRATEGY MATRIX MATCHING APPROPRIATE STATISTICAL METHODS TO REGULATORY EXAMINATION FACTORSCASE FOR A SYSTEMATIC APPROACH; SUMMARY; Appendix 2A; CHAPTER 3: ANALYTIC PROCESS INITIATION; UNIVERSAL PERFORMANCE INDICATOR; OVERALL FRAMEWORK; DEFINE DISPARITY; DERIVE INDICES; GENERATE UNIVERSAL PERFORMANCE INDICATOR; PERFORMANCE MONITORING; SUMMARY; Appendix 3A; CHAPTER 4: LOAN PRICING ANALYSIS; UNDERSTANDING LOAN PRICING MODELS; SYSTEMATIC PRICING ANALYSIS PROCESS; OVERAGE/UNDERAGE ANALYSIS; OVERAGE/UNDERAGE MONITORING OVERVIEW; SUMMARY; Appendix 4A; Appendix 4B; Appendix 4C; Appendix 4D; Appendix 4E CHAPTER 5: REGRESSION ANALYSIS FOR COMPIANCE TESTINGTRADITIONAL MAIN-EFFECTS REGRESSION MODEL APPROACH; DYNAMIC CONDITIONAL PROCESS; DCP MODELING FRAMEWORK; DCP APPLICATION: A SIMULATION; SUMMARY; Appendix 5A; CHAPTER 6: ALTERNATIVE CREDIT RISK MODELS; CREDIT UNDERWRITING AND PRICING; OVERVIEW OF CREDIT RISK MODELS; HYBRID SYSTEM CONSTRUCTION; HYBRID SYSTEM MAINTENANCE; HYBRID UNDERWRITING MODELS WITH TRADITIONAL CREDIT INFORMATION; HYBRID UNDERWRITING MODELS WITH NONTRADITIONAL CREDIT INFORMATION; HYBRID MODELS AND OVERRIDE ANALYSIS; SUMMARY; Appendix 6A; Appendix 6B; Appendix 6C Appendix 6DCHAPTER 7: MULTILAYERED SEGMENTATION; SEGMENTATION SCHEMES SUPPORTING INTEGRATED VIEWS; PROPOSED SEGMENTATION APPROACH; APPLICATIONS; SUMMARY; Appendix 7A; Appendix 7B; CHAPTER 8: MODEL VALIDATION; MODEL VALIDATION FOR RISK AND COMPLIANCE INTELLIGENCE; TYPICAL MODEL VALIDATION PROCESS, METHODS, METRICS, AND COMPONENTS; AN INTEGRATED MODEL VALIDATION APPROACH; SUMMARY; CLOSING OBSERVATIONS; INDEX Electronic reproduction; Available via World Wide Web
ISBN:	0-470-16776-9 ; 978-0-470-16776-2 ; 978-0-470-16776-2
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012673813