03066nam 22005655 450 991085199070332120250808090228.03-031-52542-610.1007/978-3-031-52542-1(CKB)31636310100041(MiAaPQ)EBC31302730(Au-PeEL)EBL31302730(DE-He213)978-3-031-52542-1(EXLCZ)993163631010004120240422d2024 u| 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierPractical Credit Risk and Capital Modeling, and Validation CECL, Basel Capital, CCAR, and Credit Scoring with Examples /by Colin Chen1st ed. 2024.Cham :Springer Nature Switzerland :Imprint: Springer,2024.1 online resource (404 pages)Management for Professionals,2192-810X3-031-52541-8 Introduction to Credit Risk and Capital Management Frameworks -- Credit Data and Processing -- Credit Modeling Techniques -- Allowance for Credit Loss and CECL -- Capital Management and Risk Weighted Asset -- Stress Test and CCAR -- Underwriting and Credit Scoring.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.Management for Professionals,2192-810XFinancial risk managementStatisticsFinancial statementsRisk ManagementStatistics in Business, Management, Economics, Finance, InsuranceFinancial ReportingFinancial risk management.Statistics.Financial statements.Risk Management.Statistics in Business, Management, Economics, Finance, Insurance.Financial Reporting.658.155Chen Colin1772172MiAaPQMiAaPQMiAaPQBOOK9910851990703321Practical Credit Risk and Capital Modeling, and Validation4272098UNINA