Modelling Economic Capital
portes grátis
Modelling Economic Capital
Practical Credit-Risk Methodologies, Applications, and Implementation Details
Bolder, David Jamieson
Springer Nature Switzerland AG
05/2022
823
Dura
Inglês
9783030950958
15 a 20 dias
1442
Descrição não disponível.
Chapter 1. Introducing Economic Capital.- Part 1. Modelling Credit-Risk Economic Capital.- Chapter 2. Constructing a Practical Model.- Chapter 3. Finding Model Parameters.- Chapter 4. Implementing The Model.- Part 2. Loan Pricing.- Chapter 5. Approximating Economic Capital.- Chapter 6. Loan Pricing.- Part 3. Modelling Expected Credit Loss.- Chapter 7. Default-Probability Fundamentals.- Chapter 8. Building Stress Scenarios.- Chapter 9. Computing Loan Impairments.- Part 4. Other Practical Topics.- Chapter 10. Measuring Derivative Exposure.- Chapter 11. Seeking External Comparison.- Chapter 12. Thoughts on Stress Testing.
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Nordic Investment Bank;Risk Management;Risk Portfolio;Financial Modelling;Corporate Finance
Chapter 1. Introducing Economic Capital.- Part 1. Modelling Credit-Risk Economic Capital.- Chapter 2. Constructing a Practical Model.- Chapter 3. Finding Model Parameters.- Chapter 4. Implementing The Model.- Part 2. Loan Pricing.- Chapter 5. Approximating Economic Capital.- Chapter 6. Loan Pricing.- Part 3. Modelling Expected Credit Loss.- Chapter 7. Default-Probability Fundamentals.- Chapter 8. Building Stress Scenarios.- Chapter 9. Computing Loan Impairments.- Part 4. Other Practical Topics.- Chapter 10. Measuring Derivative Exposure.- Chapter 11. Seeking External Comparison.- Chapter 12. Thoughts on Stress Testing.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
