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.

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Year of publication:	2024
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

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Extent:	1 Online-Ressource (XXI, 391 p. 117 illus., 76 illus. in color.)
Series:	Management for Professionals
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