| 000 | 03340nam a22005655i 4500 | ||
|---|---|---|---|
| 001 | 978-3-031-52542-1 | ||
| 003 | DE-He213 | ||
| 005 | 20251030112002.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 240422s2024 sz | s |||| 0|eng d | ||
| 020 |
_a9783031525421 _9978-3-031-52542-1 |
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| 024 | 7 |
_a10.1007/978-3-031-52542-1 _2doi |
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| 050 | 4 | _aHD61 | |
| 072 | 7 |
_aKJM _2bicssc |
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_aKJM _2thema |
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_aGPQD _2thema |
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| 100 | 1 |
_aChen, Colin. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut _975486 |
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| 245 | 1 | 0 |
_aPractical Credit Risk and Capital Modeling, and Validation _h[electronic resource] : _bCECL, Basel Capital, CCAR, and Credit Scoring with Examples / _cby Colin Chen. |
| 250 | _a1st ed. 2024. | ||
| 264 | 1 |
_aCham : _bSpringer Nature Switzerland : _bImprint: Springer, _c2024. |
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| 300 |
_aXXI, 391 p. 117 illus., 76 illus. in color. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aManagement for Professionals, _x2192-810X |
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| 505 | 0 | _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. | |
| 520 | _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. | ||
| 650 | 0 |
_aFinancial risk management. _959046 |
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| 650 | 0 |
_aStatistics . _965982 |
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| 650 | 0 |
_aFinancial statements. _960984 |
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| 650 | 1 | 4 |
_aRisk Management. _959047 |
| 650 | 2 | 4 |
_aStatistics in Business, Management, Economics, Finance, Insurance. _969738 |
| 650 | 2 | 4 |
_aFinancial Reporting. _975487 |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer Nature eBook | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031525414 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031525438 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031525445 |
| 830 | 0 |
_aManagement for Professionals, _x2192-810X _968226 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-031-52542-1 |
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| 912 | _aZDB-2-SXBM | ||
| 999 |
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