Analytical techniques in the assessment of credit risk : an overview of methodologies and applications
- 作者： Doumpos, Michalis, author.
- 其他作者：
- 其他題名：
- EURO advanced tutorials on operational research.
- 出版： Cham : Springer International Publishing :Imprint: Springer
- 叢書名： EURO advanced tutorials on operational research,
- 主題： Credit scoring systems. , Operations Research/Decision Theory. , Risk Management. , Operations Research, Management Science. , Banking.
- ISBN： 9783319994116 (electronic bk.) 、 9783319994109 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 內容註: Introduction to Credit Risk Modeling and Assessment -- Credit Scoring and Rating -- Data Analytics for Developing and Validating Credit Models -- Applications to Corporate Default Prediction and Consumer Credit -- Conclusions and Future Research.
- 摘要註: This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science.
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讀者標籤：
- 系統號： 005446986 | 機讀編目格式
館藏資訊
This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science.