03340nam a22005655i 4500 978-3-031-52542-1 DE-He213 20251030112002.0 cr nn 008mamaa 240422s2024 sz | s |||| 0|eng d 9783031525421 978-3-031-52542-1 10.1007/978-3-031-52542-1 doi HD61 KJM bicssc GPQD bicssc BUS027020 bisacsh KJM thema GPQD thema Chen, Colin. author. aut http://id.loc.gov/vocabulary/relators/aut 75486 Practical Credit Risk and Capital Modeling, and Validation [electronic resource] : CECL, Basel Capital, CCAR, and Credit Scoring with Examples / by Colin Chen. 1st ed. 2024. Cham : Springer Nature Switzerland : Imprint: Springer, 2024. XXI, 391 p. 117 illus., 76 illus. in color. online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Management for Professionals, 2192-810X 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. 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. Financial risk management. 59046 Statistics . 65982 Financial statements. 60984 Risk Management. 59047 Statistics in Business, Management, Economics, Finance, Insurance. 69738 Financial Reporting. 75487 SpringerLink (Online service) Springer Nature eBook Printed edition: 9783031525414 Printed edition: 9783031525438 Printed edition: 9783031525445 Management for Professionals, 2192-810X 68226 https://doi.org/10.1007/978-3-031-52542-1 ZDB-2-BUM ZDB-2-SXBM 59260 59260