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Introduction to Credit Risk Modeling

2016-04-19 Business & Economics
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Release : 2016-04-19
Genre : Business & Economics
Kind : eBook
Book Rating : 934/5 ( reviews)

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Book Synopsis Introduction to Credit Risk Modeling by : Christian Bluhm

Download or read book Introduction to Credit Risk Modeling written by Christian Bluhm. This book was released on 2016-04-19. Available in PDF, EPUB and Kindle. Book excerpt: Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin

An Introduction to Credit Risk Modeling

2002-09-27 Mathematics
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Release : 2002-09-27
Genre : Mathematics
Kind : eBook
Book Rating : 362/5 ( reviews)

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Book Synopsis An Introduction to Credit Risk Modeling by : Christian Bluhm

Download or read book An Introduction to Credit Risk Modeling written by Christian Bluhm. This book was released on 2002-09-27. Available in PDF, EPUB and Kindle. Book excerpt: In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques. An Introduction to Credit Risk Modeling supplies both the bricks and the mortar of risk management. In a gentle and concise lecture-note style, it introduces the fundamentals of credit risk management, provides a broad treatment of the related modeling theory and methods, and explores their application to credit portfolio securitization, credit risk in a trading portfolio, and credit derivatives risk. The presentation is thorough but refreshingly accessible, foregoing unnecessary technical details yet remaining mathematically precise. Whether you are a risk manager looking for a more quantitative approach to credit risk or you are planning a move from the academic arena to a career in professional credit risk management, An Introduction to Credit Risk Modeling is the book you've been looking for. It will bring you quickly up to speed with information needed to resolve the questions and quandaries encountered in practice.

Introduction to Credit Risk

2020 Credit
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Release : 2020
Genre : Credit
Kind : eBook
Book Rating : 490/5 ( reviews)

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Book Synopsis Introduction to Credit Risk by : Giulio Carlone

Download or read book Introduction to Credit Risk written by Giulio Carlone. This book was released on 2020. Available in PDF, EPUB and Kindle. Book excerpt: Background of credit risk and Java visualization for expected exposure -- Theoretical phase of a real-world case study -- Real-world case of the practical phase for generating exposure regulatory measures in a specific bank with an internal model method -- Theoretical approach of the real-world case phase related to the methodology of scenario simulation used for generating exposure regulatory measures -- Generation of a simulation of a real-world case for generating exposures regulatory measures -- Compute exposure by counterparty -- First quantitative analysis of portfolio exposure profiles -- Further analysis on portfolio exposure profiles using zero rate vector 0.03 -- Further analysis on portfolio exposure profiles with zero rate vector 0.06 -- Generalization of analysis on portfolio exposure profiles with zero rate vectors 0.01, 0.03, and 0.06 -- Risk perspective of credit valuation adjustment -- Further work -- Matlab source code strategy further analysis of generation of time step -- Expected exposure visualization list of Java Code Packages -- Expected exposure visualization list of UML diagram -- Credit models using Google Cloud.

Credit Risk

2008-05-28 Business & Economics
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Release : 2008-05-28
Genre : Business & Economics
Kind : eBook
Book Rating : 950/5 ( reviews)

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Book Synopsis Credit Risk by : Niklas Wagner

Download or read book Credit Risk written by Niklas Wagner. This book was released on 2008-05-28. Available in PDF, EPUB and Kindle. Book excerpt: Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. Divided into six sectio

Credit Risk Analytics

2016-10-03 Business & Economics
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Release : 2016-10-03
Genre : Business & Economics
Kind : eBook
Book Rating : 985/5 ( reviews)

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Book Synopsis Credit Risk Analytics by : Bart Baesens

Download or read book Credit Risk Analytics written by Bart Baesens. This book was released on 2016-10-03. Available in PDF, EPUB and Kindle. Book excerpt: The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. SAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate credit risk management models. Understand the general concepts of credit risk management Validate and stress-test existing models Access working examples based on both real and simulated data Learn useful code for implementing and validating models in SAS Despite the high demand for in-house models, there is little comprehensive training available; practitioners are left to comb through piece-meal resources, executive training courses, and consultancies to cobble together the information they need. This book ends the search by providing a comprehensive, focused resource backed by expert guidance. Credit Risk Analytics is the reference every risk manager needs to streamline the modeling process.

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