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This book explains how a proper credit risk management frameworkenables banks to identify, assess and manage the risk proactively.
Preface -- Acknowledgements -- Abbreviations -- Introduction to credit risk -- Credit rating models -- Approaches for measuring probability of default (PD) -- Exposure at default (EAD) and loss given default (LGD) -- Validation and stress testing of credit risk models -- Portfol…
"Attempts to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India"--Provided by publisher
"Attempts to demystify various standard mathematical and statistical techniques that can be applied in measuring and managing portfolio credit risk in the emerging market in India"--
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
Après avoir défini la notion de risque dans le domaine du crédit, cet ouvrage passe en revue les différentes techniques utilisées, tout en comparant leurs objectifs, leurs méthodologies et leurs résultats. Il présente également les outils de gestion et de couverture du risque di…
La 4e de couverture indique : "Le marché du crédit est l'un des premiers marchés financiers mondiaux, bien plus important que le marché des actions. Il comprend l'ensemble des crédits directs (consentis par les banques et les investisseurs, les marchés obligataires classiques) e…
This book focuses on the alternative techniques and data leveraged for credit risk, describing and analysing the array of methodological approaches for the usage of techniques and/or alternative data for regulatory and managerial rating models. During the last decade the increas…
This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling. Every chapter starts with an explanation of the methodology and then the authors take the reader step by step through the implementation of the methods in Exce…
