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010   $a3-031-52542-6
024 7 $a10.1007/978-3-031-52542-1
035   $a(CKB)31636310100041
035   $a(MiAaPQ)EBC31302730
035   $a(Au-PeEL)EBL31302730
035   $a(DE-He213)978-3-031-52542-1
035   $a(EXLCZ)9931636310100041
100   $a20240422d2024      u|         0
101 0 $aeng
135   $aur|||||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aPractical Credit Risk and Capital Modeling, and Validation $eCECL, Basel Capital, CCAR, and Credit Scoring with Examples /$fby Colin Chen
205   $a1st ed. 2024.
210  1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2024.
215   $a1 online resource (404 pages)
225 1 $aManagement for Professionals,$x2192-810X
311 08$a3-031-52541-8 
327   $aIntroduction 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.
330   $aThis book provides professionals and practitioners with a comprehensive guide on credit risk modeling, capital modeling, and validation for Current Expected Credit Loss (CECL), International Financial Reporting Standard 9 (IFRS9), Basel Capital and Comprehensive Capital Analysis and Review (CCAR) procedures. It describes how credit risk modeling, capital modeling, and validation are done in big banks with code and examples. The book features innovative concepts such as Binary Logit Approximation (BLA) for Competing Risk Framework; Adaptive and Exhaustive Variable Selection (AEVS) for automatic modeling; Full Observation Stratified Sampling (FOSS) for unbiased sampling; and Prohibited Correlation Index (PCI) for Fair Lending Texts. It also features a chapter on credit underwriting and scoring, addressing the credit underwriting risk with some innovations. It is a valuable guide for professionals, practitioners and graduate students in risk management.
410  0$aManagement for Professionals,$x2192-810X
606   $aFinancial risk management
606   $aStatistics
606   $aFinancial statements
606   $aRisk Management
606   $aStatistics in Business, Management, Economics, Finance, Insurance
606   $aFinancial Reporting
615  0$aFinancial risk management.
615  0$aStatistics.
615  0$aFinancial statements.
615 14$aRisk Management.
615 24$aStatistics in Business, Management, Economics, Finance, Insurance.
615 24$aFinancial Reporting.
676   $a658.155
700   $aChen$b Colin$01772172
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910851990703321
996   $aPractical Credit Risk and Capital Modeling, and Validation$94272098
997   $aUNINA