Practical Credit Risk and Capital Modeling, and Validation CECL, Basel Capital, CCAR, and Credit Scoring with Examples
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) pr...
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer Nature Switzerland
2024, 2024
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| Edition: | 1st ed. 2024 |
| Series: | Management for Professionals
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Introduction 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