Advances in Credit Risk Modeling and Management

• अन्य लेखक: Vrins, Frédéric (संपादक)
• स्वरूप: इलेक्ट्रोनिक पुस्तक अध्याय
• भाषा: अंग्रेज़ी
• प्रकाशित: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
• विषय: Coins, banknotes, medals, seals (numismatics); recovery rates; beta regression; credit risk; contingent convertible debt; financial modelling; risk management; financial crisis; recovery rate; loss given default; model ambiguity; default time; no-arbitrage; reduced-form HJM models; recovery process; Counterparty Credit Risk; Hidden Markov Model; Risk Factor Evolution; Backtesting; FX rate; Geometric Brownian Motion; trade credit; small and micro-enterprises; financial non-financial variables; risk assessment; logistic regression; probability of default; wrong-way risk; dependence; urn model; counterparty risk; credit valuation adjustment (CVA); XVA (X-valuation adjustments) compression; genetic algorithm; n/a
• ऑनलाइन पहुंच: DOAB: download the publication; DOAB: description of the publication

Credit risk remains one of the major risks faced by most financial and credit institutions. It is deeply connected to the real economy due to the systemic nature of some banks, but also because well-managed lending facilities are key for wealth creation and technological innovation. This book is a c...