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Practical Credit Risk and Capital Modeling, and Validation : CECL, Basel Capital, CCAR, and Credit Scoring with Examples
Chen, Colin - 2024
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.
Persistent link: https://www.econbiz.de/10014524754
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Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert; Leuenberger, Nicola - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
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Dynamic risk model for CMO with credit tranching
Parnes, Dror - In: International journal of financial engineering 2 (2015) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
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Multiple-bank lending : diversification and free-riding in monitoring
Carletti, Elena; Cerasi, Vittoria; Daltung, Sonja - 2004
Persistent link: https://www.econbiz.de/10002110804
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
Oehler, Andreas (ed.) - 2002 - 2., überarb. und erheblich erw. Aufl.
Persistent link: https://www.econbiz.de/10001697590
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Interne Kreditrisikomodelle
Ott, Birgit - 2001
Persistent link: https://www.econbiz.de/10001565401
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Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank - 2000
Persistent link: https://www.econbiz.de/10001506939
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Kreditrisikomessung und Kreditrisikomanagement
Szczesny, Andrea (ed.) - 2001 - 1. Aufl
Persistent link: https://www.econbiz.de/10001546551
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Kreditrisikomanagement : Portfoliomodelle und Derivate
Oehler, Andreas (ed.) - 2000
Persistent link: https://www.econbiz.de/10001480706
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Ein Kreditrisikomodell für mittelständische Unternehmen bei stochastisch variierender Umwelt
Bondzio, Dirk - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003872173