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Active credit portfolio management in practice [[electronic resource] /] / Jeffrey R. Bohn, Roger M. Stein
| Active credit portfolio management in practice [[electronic resource] /] / Jeffrey R. Bohn, Roger M. Stein |
| Autore | Bohn Jeffrey R. <1967-> |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2009 |
| Descrizione fisica | xxix, 610 p |
| Disciplina | 332.7 |
| Altri autori (Persone) | SteinRoger M. <1966-> |
| Collana | Wiley finance series |
| Soggetto topico |
Credit - Management
Portfolio management Risk management |
| ISBN |
9786612113741
0-470-45511-X 1-118-26683-8 0-470-45482-2 1-282-11374-7 0-470-45512-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910208825703321 |
Bohn Jeffrey R. <1967->
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| Hoboken, NJ, : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Active credit portfolio management in practice [[electronic resource] /] / Jeffrey R. Bohn, Roger M. Stein
| Active credit portfolio management in practice [[electronic resource] /] / Jeffrey R. Bohn, Roger M. Stein |
| Autore | Bohn Jeffrey R. <1967-> |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2009 |
| Descrizione fisica | xxix, 610 p |
| Disciplina | 332.7 |
| Altri autori (Persone) | SteinRoger M. <1966-> |
| Collana | Wiley finance series |
| Soggetto topico |
Credit - Management
Portfolio management Risk management |
| ISBN |
9786612113741
0-470-45511-X 1-118-26683-8 0-470-45482-2 1-282-11374-7 0-470-45512-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910830652303321 |
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Bohn Jeffrey R. <1967->
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| Hoboken, NJ, : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced credit risk analysis and management / / Ciby Joseph
| Advanced credit risk analysis and management / / Ciby Joseph |
| Autore | Joseph Ciby <1969-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, West Sussex, : John Wiley & Sons Inc., 2013 |
| Descrizione fisica | 1 online resource (449 p.) |
| Disciplina | 658.15/2 |
| Collana | Wiley finance |
| Soggetto topico |
Credit - Management
Risk management |
| ISBN |
1-118-60487-3
1-118-60488-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. I. Introduction -- pt. II. Firm (or) obligor credit risk -- pt. III. Credit risks : project and working capital -- pt. IV. Credit portfolio risks -- pt. V. Portfolio risk mitigants -- pt. VI. Credit risk pricing -- pt. VII. The last line of defence : security -- pt. VIII. Credit crisis. |
| Record Nr. | UNINA-9910141606603321 |
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Joseph Ciby <1969->
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| Chichester, West Sussex, : John Wiley & Sons Inc., 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced financial risk management [[electronic resource] ] : tools and techniques for integrated credit risk and interest rate risk management / / Donald R. van Deventer, Kenji Imai, Mark Mesler
| Advanced financial risk management [[electronic resource] ] : tools and techniques for integrated credit risk and interest rate risk management / / Donald R. van Deventer, Kenji Imai, Mark Mesler |
| Autore | Deventer Donald R. van |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Singapore, : Wiley, 2013 |
| Descrizione fisica | 1 online resource (876 p.) |
| Disciplina | 332.7 |
| Altri autori (Persone) |
ImaiKenji
MeslerMark |
| Collana | Wiley finance series |
| Soggetto topico |
Gestió del risc
Risc de crèdit Gestió d'actius i passius Asset-liability management Credit - Management Interest rate risk - Management Financial risk management |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-118-59721-4
1-118-27857-7 1-299-18976-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Risk management : definitions and objectives -- pt. 2. Risk management techniques for interest rate analytics -- pt. 3. Risk management techniques for credit risk analytics -- pt. 4. Risk management applications : instrument by instrument -- pt. 5. Portfolio strategy and risk management. |
| Record Nr. | UNINA-9910138853503321 |
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Deventer Donald R. van
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| Singapore, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management / / Donald R. van Deventer, Kenji Imai, Mark Mesler
| Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management / / Donald R. van Deventer, Kenji Imai, Mark Mesler |
| Autore | Deventer Donald R. van |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Singapore, : Wiley, 2013 |
| Descrizione fisica | 1 online resource (876 p.) |
| Disciplina | 332.7 |
| Altri autori (Persone) |
ImaiKenji
MeslerMark |
| Collana | Wiley finance series |
| Soggetto topico |
Gestió del risc
Risc de crèdit Gestió d'actius i passius Asset-liability management Credit - Management Interest rate risk - Management Financial risk management |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-118-59721-4
1-118-27857-7 1-299-18976-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Risk management : definitions and objectives -- pt. 2. Risk management techniques for interest rate analytics -- pt. 3. Risk management techniques for credit risk analytics -- pt. 4. Risk management applications : instrument by instrument -- pt. 5. Portfolio strategy and risk management. |
| Record Nr. | UNINA-9910822622203321 |
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Deventer Donald R. van
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| Singapore, : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Artificial intelligence and credit risk : the use of alternative data and methods in internal credit rating / / Rossella Locatelli, Giovanni Pepe and Fabio Salis
| Artificial intelligence and credit risk : the use of alternative data and methods in internal credit rating / / Rossella Locatelli, Giovanni Pepe and Fabio Salis |
| Autore | Locatelli Rossella |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] |
| Descrizione fisica | 1 online resource (115 pages) |
| Disciplina | 006.3 |
| Soggetto topico |
Risk management
Credit - Management Artificial intelligence |
| ISBN | 3-031-10236-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- About This Book -- Executive Summary (English) -- Contents -- About the Authors -- List of Figures -- List of Tables -- 1 Introduction -- 2 How AI Models Are Built -- 2.1 Processing of Unstructured Data in AI Models -- 2.1.1 The Main Structuring Techniques for "Unstructured" Data Are Text Analysis and Natural Language Processing -- 2.1.2 What Does "Alternative Credit Data" Mean? -- 2.2 Stand-Alone AI Models -- 2.2.1 Decision Trees -- 2.2.2 Random Forests -- 2.2.3 Gradient Boosting -- 2.2.4 Neural Networks -- 2.2.5 Autoencoder, a Special Type of Neural Network -- References -- 3 AI Tools in Credit Risk -- 3.1 Use of Alternative Techniques and Data in Probability of Default Models -- 3.1.1 The Type of Data Analysed and How They Are Managed -- 3.1.2 The Interpretability of Results: An Important Factor -- 3.1.3 A Practical Case: Risk Discrimination for Borrowers with Seasonal Businesses -- 3.1.4 A Practical Case: Identification of Counterparty Risk During the COVID-19 Crisis -- 3.1.5 A Practical Case: Early Warnings -- 3.1.6 A Practical Case: Advanced Analytics in Loan Approval -- 3.2 How to Improve Traditional Models Using AI Techniques -- 3.2.1 A Practical Application: The Two-Step Approach -- 3.2.2 The Estimation Methodology Adopted -- 3.3 Applying an AI Model to Asset Management -- 3.4 Use of AI Models for the Validation/Benchmarking of Traditional Models -- 3.4.1 ML Techniques for Benchmarking Capital Requirements Models -- 3.4.2 Initial Applications for Management Purposes -- References -- 4 The Validation of AI Techniques -- 4.1 Possible Comparison Criteria Between Traditional Models and AI Models -- 4.1.1 Principle 1: Accuracy -- 4.1.2 Principle 2: Robustness -- 4.1.3 Principle 3: Fairness -- 4.1.4 Principle 4: Efficiency -- 4.1.5 Principle 5: Explainability -- 4.2 Interpretability and Stability of the Models' Outcomes.
4.2.1 Main Legislation -- 4.2.2 Interpretability Methodological Notes -- 4.2.3 Key Methodologies -- 4.2.4 Focus Points -- 4.2.5 Stability Methodological Notes -- References -- 5 Possible Evolutions in AI Models -- 5.1 The Role of AI Models in the Credit Risk of Tomorrow -- 5.2 Ethics and Transparency of Results -- 5.2.1 Privacy -- 5.2.2 Transparency -- 5.2.3 Discrimination -- 5.2.4 Inclusion -- References -- Appendix -- Glossary -- Bibliography -- Index. |
| Record Nr. | UNINA-9910595045803321 |
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Locatelli Rossella
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| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank credit management [[electronic resource] /] / S. Murali, K.R. Subbakrishna
| Bank credit management [[electronic resource] /] / S. Murali, K.R. Subbakrishna |
| Autore | Murali S |
| Edizione | [Rev. ed.] |
| Pubbl/distr/stampa | Mumbai, : Himalaya Pub. House, 2010 |
| Descrizione fisica | 1 online resource (249 p.) |
| Disciplina | 332.1/753 |
| Altri autori (Persone) | SubbakrishnaK. R |
| Soggetto topico |
Bank loans
Banks and banking Credit - Management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-81192-4
9786612811920 93-5044-107-1 1-4416-6224-3 600-00-2986-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | COVER; CONTENTS; Overview of Lending Activity; Principles and Objectives of Credit Management; Credit Policy in Banks; Regulatory Framework; Prudential Norms; Types of Borrowers; Credit Evaluation - Working Capital Finance; Credit Evaluation -Term Loans; Dynamics of Foreign Exchange; Types of Credit Facilities; Documentation; Monitoring and Follow up; Prudential Norms on Capital Adequacy and Credit Risk Management; Recovery Management; Micro Finance; Comprehensive Case Study |
| Record Nr. | UNINA-9910458879503321 |
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Murali S
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| Mumbai, : Himalaya Pub. House, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank credit management [[electronic resource] /] / S. Murali, K.R. Subbakrishna
| Bank credit management [[electronic resource] /] / S. Murali, K.R. Subbakrishna |
| Autore | Murali S (Co-author of Bank credit management) |
| Edizione | [Rev. ed.] |
| Pubbl/distr/stampa | Mumbai, : Himalaya Pub. House, 2010 |
| Descrizione fisica | 1 online resource (249 p.) |
| Disciplina | 332.1/753 |
| Altri autori (Persone) | SubbakrishnaK. R |
| Soggetto topico |
Bank loans
Banks and banking Credit - Management |
| ISBN |
1-282-81192-4
9786612811920 93-5044-107-1 1-4416-6224-3 600-00-2986-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | COVER; CONTENTS; Overview of Lending Activity; Principles and Objectives of Credit Management; Credit Policy in Banks; Regulatory Framework; Prudential Norms; Types of Borrowers; Credit Evaluation - Working Capital Finance; Credit Evaluation -Term Loans; Dynamics of Foreign Exchange; Types of Credit Facilities; Documentation; Monitoring and Follow up; Prudential Norms on Capital Adequacy and Credit Risk Management; Recovery Management; Micro Finance; Comprehensive Case Study |
| Record Nr. | UNINA-9910785035603321 |
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Murali S (Co-author of Bank credit management)
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| Mumbai, : Himalaya Pub. House, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank credit management [[electronic resource] /] / S. Murali, K.R. Subbakrishna
| Bank credit management [[electronic resource] /] / S. Murali, K.R. Subbakrishna |
| Autore | Murali S (Co-author of Bank credit management) |
| Edizione | [Rev. ed.] |
| Pubbl/distr/stampa | Mumbai, : Himalaya Pub. House, 2010 |
| Descrizione fisica | 1 online resource (249 p.) |
| Disciplina | 332.1/753 |
| Altri autori (Persone) | SubbakrishnaK. R |
| Soggetto topico |
Bank loans
Banks and banking Credit - Management |
| ISBN |
1-282-81192-4
9786612811920 93-5044-107-1 1-4416-6224-3 600-00-2986-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | COVER; CONTENTS; Overview of Lending Activity; Principles and Objectives of Credit Management; Credit Policy in Banks; Regulatory Framework; Prudential Norms; Types of Borrowers; Credit Evaluation - Working Capital Finance; Credit Evaluation -Term Loans; Dynamics of Foreign Exchange; Types of Credit Facilities; Documentation; Monitoring and Follow up; Prudential Norms on Capital Adequacy and Credit Risk Management; Recovery Management; Micro Finance; Comprehensive Case Study |
| Record Nr. | UNINA-9910816014303321 |
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Murali S (Co-author of Bank credit management)
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| Mumbai, : Himalaya Pub. House, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Business credit : publication of National Association of Credit Management
| Business credit : publication of National Association of Credit Management |
| Pubbl/distr/stampa | [New York, N.Y.], : The Association, [©1987- |
| Descrizione fisica | 1 online resource |
| Disciplina | 658.8/8/05 |
| Soggetto topico |
Credit - Management
Credit - United States - Management Crédit Crédit - États-Unis |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996211254203316 |
| [New York, N.Y.], : The Association, [©1987- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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