Copied Practical Credit Risk and Capital Modeling, and Validation
Practical Credit Risk and Capital Modeling, and Validation
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.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$84.99 | $84.99 |
|
$84.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Analyse der internationalen industriellen Zusammenarbeit
$59.99
Computational and Manufacturing Strategies
$54.99
Sometimes I Feel.Sunny
$4.46
Trachea and Lung Surgery in Childhood
$39.99
A Brief on Tensor Analysis
$54.95
Division Without Remainders Grade 4 Differentiation Pack
$5.99
Democratic Wars
$54.99
Personalarbeit - Markenzeichen eines jeden Unternehmens
$34.99
Great Powers, Weak States, and Insurgency
$24.99
Socio-economic and Eco-biological Dimensions in Resource use and Conservation
$109.99
Granite Skyscrapers
$34.99
Computer Vision, Imaging and Computer Graphics Theory and Applications
$54.99
Lokale Netzwerkbildung als strategisches Konzept in der Prvention
$39.99
Delphi-Befragungen
$39.99
Randomness and Completeness in Computational Complexity
$39.99
The Hunter
$14.99
Mathematical Theory of Control Systems Design
$109.99
Smart Graphics
$34.99
Music in the Third Reich
$169.99
Exocytosis Methods
$109.99
Back to Sociological Theory
$29.99
Entwicklungsarbeiten an Flaschen- und Ampullen-Behandlungsmaschinen fr die pharmazeutische Industri
$49.99
Breast Oncoplasty and Reconstruction
$159.99
Junge Erwachsene in Europa
$64.99
Has Latin American Inequality Changed Direction?
$59.99
Existence as Dialectical Tension
$54.99
The Reference Materials of the European Communities
$109.99
Globalisation, Poverty and Conflict
$129.00
Cardiac Development
$109.99
Theorie des kommunalen Finanzausgleichs
$74.99
Third Wave Feminism
$89.99
Die technische Physik der elektrischen Kontakte
$74.99
Elektrische Wanderwellen
$84.99
Die Epidemische Encephalitis
$69.99
Philosophical Medical Ethics: Its Nature and Significance
$169.99
Recent Advances in Structural Health Monitoring and Engineering Structures
$249.99
Timing and Temporality in Islamic Philosophy and Phenomenology of Life
$169.99
ber Schdelschsse
$44.99
Clinical Neuropsychological Assessment
$129.00
Witch Politics in Early Modern Europe (14001800)
$89.00
