Credit Risk Modeling Design and Application
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9781888998382
ISBN:1888998385
Publisher: Global Professional Publishing Summary: Covers: · Implementing an application scoring system · Behavior modeling to manage your portfolio · Incorporating economic factors · Statistical techniques for choosing the optimal credit risk model · How to set cutoffs and override rules · Modeling for the sub-prime market · How to evaluate and monitor credit risk models This is an indispensable guide for credit professionals and risk managers who want to understand [read more]- 30-Day No-Hassle Returns
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9781888998382
ISBN:
1888998385
Publisher: Global Professional Publishing
Covers: · Implementing an application scoring system · Behavior modeling to manage your portfolio · Incorporating economic factors · Statistical techniques for choosing the optimal credit risk model · How to set cutoffs and override rules · Modeling for the sub-prime market · How to evaluate and monitor credit risk models This is an indispensable guide for credit professionals and risk managers who want to understand and implement modeling techniques for increased profitability. In this one-of-a-kind text, experts in credit risk provide a step-by-step guide to building and implementing models both for evaluating applications and managing existing portfolios.
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