Universal Book Ratings
Practical Credit Risk and Capital Modeling, and Validation: CECL, Basel Capital, CCAR, and Credit Scoring with Examples (Management for Professionals)
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£27.18£28.33 -
£10.58
£12.58 -
£16.71
£17.13
Reviews & Ratings
The book features innovative concepts such as Binary Logit Approximation (BLA) for Competing Risk Framework; Adaptive and Exhaustive Variable Selection (AEVS) for automatic modeling; Full Observation Stratified Sampling (FOSS) for unbiased sampling; and Prohibited Correlation Index (PCI) for Fair Lending Texts. It also features a chapter on credit underwriting and scoring, addressing the credit underwriting risk with some innovations.
It is a valuable guide for professionals, practitioners and graduate students in risk management. .
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£27.18
£28.33 -
£10.58
£12.58 -
£16.71
£17.13
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