Credit Risk Modeling: Design And Application; Author: Mays, Elizabeth; Joint Author: Klein, Robert; Hardback; Book

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Credit Risk Modeling: Design And Application

Author: Mays, Elizabeth; Joint Author: Klein, Robert
Hardback; Book
257 pages
Published: December 1998
Fitzroy Dearborn Publishers
ISBN: 157958005X
This item non-returnable. Order may not be canceled.

Credit Risk Modeling is a step-by-step guide by two acknowledged experts in the field both for evaluating applications and for managing existing portfolios. Key topics include: implementingan application scoring system; behavior modeling to manage portfolios; incorporating economic factors; and statistic techniques for choosing the optimal credit risk model.This text provides a step-by-step guide to building and implementing credit-risk models, used for evaluating applications and managing existing portfolios.

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