03436nam 22006735 450 991025502770332120230809222811.03-319-49800-210.1007/978-3-319-49800-3(CKB)3710000001079884(DE-He213)978-3-319-49800-3(MiAaPQ)EBC6315121(MiAaPQ)EBC5610780(Au-PeEL)EBL5610780(OCoLC)974455510(EXLCZ)99371000000107988420170224d2017 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierCredit Risk Management Pricing, Measurement, and Modeling /by Jiří Witzany1st ed. 2017.Cham :Springer International Publishing :Imprint: Springer,2017.1 online resource (XVI, 256 p. 87 illus., 65 illus. in color.) Includes index.3-319-49799-5 Introduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index.This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements. As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.Banks and bankingBusiness enterprises—FinanceRisk managementFinancial engineeringEconomics, Mathematical Bankinghttps://scigraph.springernature.com/ontologies/product-market-codes/626010Business Financehttps://scigraph.springernature.com/ontologies/product-market-codes/512000Risk Managementhttps://scigraph.springernature.com/ontologies/product-market-codes/612040Financial Engineeringhttps://scigraph.springernature.com/ontologies/product-market-codes/612020Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Banks and banking.Business enterprises—Finance.Risk management.Financial engineering.Economics, Mathematical .Banking.Business Finance.Risk Management.Financial Engineering.Quantitative Finance.658.88Witzany Jiříauthttp://id.loc.gov/vocabulary/relators/aut915007MiAaPQMiAaPQMiAaPQBOOK9910255027703321Credit Risk Management2050595UNINA