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Credit Risk Modeling: Design and Application (Glenlake business monographs)

Credit Risk Modeling: Design and Application (Glenlake business monographs)

ISBN: 9780814404751
Publisher: AMACOM
Publication Date: 1999-01-04
Number of pages: 272
Any used item that originally included an accessory such as an access code, one time use worksheet, cd or dvd, or other one time use accessories may not be guaranteed to be included or valid. By purchasing this item you acknowledge the above statement.

This is an indispensable guide for credit professionals and risk managers who want to understand and implement modeling techniques for increased profitability. In this unique text, experts in credit risk provide a step-by-step guide to building and implementing models both for evaluating applications and managing existing portfolios. Key topics include: implementing an application scoring system; behavior modeling to manage your portfolio; 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; and how to evaluate and monitor your credit risk model.

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