Credit Risk Management Witzany Jiri
Credit Risk Management Witzany Jiri This book introduces to basic and advanced methods for credit risk management. The author describes not only standard rating and scoring methods like…
Specifikacia Credit Risk Management Witzany Jiri
Credit Risk Management Witzany Jiri
This book introduces to basic and advanced methods for credit risk management. 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. It covers classical debt instruments and modern financial markets products.
The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. 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.
Credit Risk Management Witzany Jiri
Credit-Risk Modelling
Credit Risk Capinski Marek
Risk Management
Risk Management
Risk management
Introduction to Credit Risk Modeling
Engineering Risk Management
Quantitative Risk Management
Enterprise Risk Management