Advances in Credit Risk Modeling and Management

• অন্যান্য লেখক: Vrins, Frédéric (সম্পাদক)
• বিন্যাস: বৈদ্যুতিক গ্রন্থের অধ্যায়
• ভাষা: ইংরেজি
• প্রকাশিত: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
• বিষয়গুলি: 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
• অনলাইন ব্যবহার করুন: 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...