02972nam a22004815i 4500001001800000003000900018005001700027007001500044008004100059020001800100024003500118050000900153072001600162072001700178072002300195072001500218072001600233100007400249245016700323250001800490264006900508300006600577336002600643337002600669338003600695347002400731490004500755505027000800520096901070650003102039650001802070650002602088650002102114650007102135650002502206710003402231773002602265776003602291776003602327776003602363830004502399856004602444978-3-031-52542-1DE-He21320251030112002.0cr nn 008mamaa240422s2024    sz |    s    |||| 0|eng d  a97830315254217 a10.1007/978-3-031-52542-12doi 4aHD61 7aKJM2bicssc 7aGPQD2bicssc 7aBUS0270202bisacsh 7aKJM2thema 7aGPQD2thema1 aChen, Colin.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut10aPractical Credit Risk and Capital Modeling, and Validationh[electronic resource] :bCECL, Basel Capital, CCAR, and Credit Scoring with Examples /cby Colin Chen.  a1st ed. 2024. 1aCham :bSpringer Nature Switzerland :bImprint: Springer,c2024.  aXXI, 391 p. 117 illus., 76 illus. in color.bonline resource.  atextbtxt2rdacontent  acomputerbc2rdamedia  aonline resourcebcr2rdacarrier  atext filebPDF2rda1 aManagement for Professionals,x2192-810X0 aIntroduction 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.  aThis 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. 0aFinancial risk management. 0aStatistics . 0aFinancial statements.14aRisk Management.24aStatistics in Business, Management, Economics, Finance, Insurance.24aFinancial Reporting.2 aSpringerLink (Online service)0 tSpringer Nature eBook08iPrinted edition:z978303152541408iPrinted edition:z978303152543808iPrinted edition:z9783031525445 0aManagement for Professionals,x2192-810X40uhttps://doi.org/10.1007/978-3-031-52542-1