Credit Risk Modeling: Design and Application
Editorial Reviews
Book Description
CREDIT RISK MODELING Design and Application This is an indispensable guide for credit professionals and risk managers who want to understand and implement modeling techniques for increased profitability. With contributions from 15 experts in credit risk management, Credit Risk Modeling provides effective, practical guidance to building and implementing models for both evaluating applications and managing existing portfolios.
Key topics include:
** implementing an application scoring system
** behavior modeling to manage portfolios
** incorporating economic factors
** statistical techniques for choosing the optimal credit risk model
** how to set cutoffs and override rules
** modeling for the sub-prime market
** how to evaluate and monitor credit models. _
--This text refers to an out of print or unavailable edition of this title.
About the Author
Dr. Elizabeth Mays is the Director of Risk Modelling for Citigroup's Consumer Asset Division.
Credit Risk Modeling: Design and Application,Elizabeth Mays,Robert Klein,Eric Dobby Publishing,1888998385,Accounting - General,Banks & Banking,Business & Economics,Business / Economics / Finance,Business/Economics,Credit,Money & Monetary Policy
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