Practical Credit Risk and Capital Modeling, and Validation : CECL, Basel Capital, CCAR, and Credit Scoring with Examples
by Colin Chen
Introduction to Credit Risk and Capital Management Frameworks -- Credit Data and Processing -- Credit Modeling Techniques -- Allowance for Credit Loss and CECL -- Capital Management and Risk Weighted Asset -- Stress Test and CCAR -- Underwriting and Credit Scoring.
Year of publication: |
2024
|
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Authors: | Chen, Colin |
Publisher: |
2024.: Cham : Springer Nature Switzerland 2024.: Cham : Imprint: Springer |
Subject: | Credit Model | Adaptive and Exhaustive Variable Selection (AEVS) | ACL | Credit Risk | Model Validation | Current Expected Credit Loss (CECL) | Credit Underwriting and Scoring | Internal Financial Report Standards 9 (IFRS9) | Regulatory Capital | Economic Capital | Stress Testing | Stress Scenario | Comprehensive Capital Analysis and Review (CCAR) | Capital Management | Credit Scoring | Scorecards | Basel Capital | Binary Logit Approximation (BLA) | Full Observation Stratified Sampling (FOSS) | Prohibited Correlation Index (PCI) | Theorie | Theory | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk | IFRS |
Saved in:
Online Resource
Extent: | 1 Online-Ressource (XXI, 391 p. 117 illus., 76 illus. in color.) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-3-031-52542-1 ; 978-3-031-52541-4 ; 978-3-031-52543-8 ; 978-3-031-52544-5 |
Other identifiers: | 10.1007/978-3-031-52542-1 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014524754
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