Credit Risk Management

Pricing, Measurement, and Modeling

Business & Finance, Finance & Investing, Corporate Finance, Banks & Banking
Cover of the book Credit Risk Management by Jiří Witzany, Springer International Publishing
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Author: Jiří Witzany ISBN: 9783319498003
Publisher: Springer International Publishing Publication: February 24, 2017
Imprint: Springer Language: English
Author: Jiří Witzany
ISBN: 9783319498003
Publisher: Springer International Publishing
Publication: February 24, 2017
Imprint: Springer
Language: English

This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements.  As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements.  As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.

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