Practical Credit Risk and Capital Modeling, and Validation: Cecl, Basel Capital, Ccar, and Credit Scoring with Examples

by Colin Chen

This book provides professionals and practitioners with a comprehensive guide on credit risk modeling, capital modeling, and validation for Current Expected Credit Loss (CECL), International Financial Reporting Standard 9 (IFRS9), Basel Capital and Comprehensive Capital Analysis and Review (CCAR) procedures. It describes how credit risk modeling, capital modeling, and validation are done in big banks with code and examples. The book features innovative...

• Format: Hardcover
• Language: English
• ISBN: 3031525418
• ISBN13: 9783031525414
• Release Date: April 2024
• Publisher: Springer
• Length: 391 Pages
• Weight: 1.67 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"