| 書目名稱 | Practical Credit Risk and Capital Modeling, and Validation | | 副標(biāo)題 | CECL, Basel Capital, | | 編輯 | Colin Chen | | 視頻video | http://file.papertrans.cn/753/752920/752920.mp4 | | 概述 | Offers a guide on credit risk and capital modeling and validation for CECL, IFRS9, Basel Capital and CCAR.Features innovative and real-world techniques and practices with code and examples.Includes te | | 叢書名稱 | Management for Professionals | | 圖書封面 |  | | 描述 | .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. . | | 出版日期 | Book 2024 | | 關(guān)鍵詞 | Credit Model; Adaptive and Exhaustive Variable Selection (AEVS); ACL; Credit Risk; Model Validation; Curr | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-031-52542-1 | | isbn_softcover | 978-3-031-52544-5 | | isbn_ebook | 978-3-031-52542-1Series ISSN 2192-8096 Series E-ISSN 2192-810X | | issn_series | 2192-8096 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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