Practical credit risk and capital modeling, and validation: (Record no. 8484)

MARC details
000 -LEADER
fixed length control field 02206nam a22002177a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250113204238.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 250113b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783031525414
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.1
Item number CHE
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Colin Chen
245 ## - TITLE STATEMENT
Title Practical credit risk and capital modeling, and validation:
Remainder of title CECL, basel capital, CCAR, and credit scoring with examples
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc. Springer
Place of publication, distribution, etc. Cham
Date of publication, distribution, etc. 2024
300 ## - PHYSICAL DESCRIPTION
Extent xxi, 391 p.
365 ## - TRADE PRICE
Price type code EUR
Price amount 99.99
490 ## - SERIES STATEMENT
Series statement Management for Professionals
500 ## - GENERAL NOTE
General note Table of content:<br/>Introduction to Credit Risk and Capital Management Frameworks<br/>Colin Chen<br/>Pages 1-44<br/>Credit Data and Processing<br/>Colin Chen<br/>Pages 45-76<br/>Credit Modeling Techniques<br/>Colin Chen<br/>Pages 77-149<br/>Allowance for Credit Loss and CECL<br/>Colin Chen<br/>Pages 151-201<br/>Capital Management and Risk Weighted Asset<br/>Colin Chen<br/>Pages 203-253<br/>Stress Test and CCAR<br/>Colin Chen<br/>Pages 255-317<br/>Underwriting and Credit Scoring<br/>Colin Chen<br/>Pages 319-387<br/>Back Matter<br/>Pages 389-391<br/>[https://link.springer.com/book/10.1007/978-3-031-52542-1]
520 ## - SUMMARY, ETC.
Summary, etc. 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.<br/><br/><br/><br/>(https://link.springer.com/book/10.1007/978-3-031-52542-1)
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk management
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Credit Management
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Book
Source of classification or shelving scheme Dewey Decimal Classification
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Bill No Bill Date Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Accession Number Date last seen Copy number Cost, replacement price Price effective from Koha item type
    Dewey Decimal Classification     Finance & Accounting IN31971 18-12-2024 Indian Institute of Management LRC Indian Institute of Management LRC General Stacks 01/15/2025 Overseas Press India Private 6180.88   332.1 CHE 007239 01/15/2025 1 9509.05 01/15/2025 Book

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