Credit Risk Modeling

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Credit Risk Modeling
Categories :"Business & Economics"
Author By :"Elizabeth Mays"
Published Date : 1998-12-10
Published by : Global Professional Publishi
Books Language : en

Description

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.

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 ...

This Book was ranked 4 by Google Books for keyword CREDIT.

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