Empirical Management of Retail Credit Risk

Produk Detail:
  • Author : Patrick Shallow
  • Publisher : Unknown
  • Pages : 369 pages
  • ISBN : 978186723xxxx
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>Empirical Management of Retail Credit Risk

Download or Read online Empirical Management of Retail Credit Risk full in PDF, ePub and kindle. this book written by Patrick Shallow and published by Unknown which was released on 01 July 2022 with total page 369 pages. We cannot guarantee that Empirical Management of Retail Credit Risk book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like.

Retail Credit Risk Management

Retail Credit Risk Management
  • Author : M. Anolli,E. Beccalli,T. Giordani
  • Publisher : Springer
  • Release : 29 January 2013
GET THIS BOOK Retail Credit Risk Management

Introducing the fundamentals of retail credit risk management, this book provides a broad and applied investigation of the related modeling theory and methods, and explores the interconnections of risk management, by focusing on retail and the constant reference to the implications of the financial crisis for credit risk management.

Empirical Finance

Empirical Finance
  • Author : Shigeyuki Hamori
  • Publisher : MDPI
  • Release : 25 March 2019
GET THIS BOOK Empirical Finance

There is no denying the role of empirical research in finance and the remarkable progress of empirical techniques in this research field. This Special Issue focuses on the broad topic of “Empirical Finance” and includes novel empirical research associated with financial data. One example includes the application of novel empirical techniques, such as machine learning, data mining, wavelet transform, copula analysis, and TV-VAR, to financial data. The Special Issue includes contributions on empirical finance, such as algorithmic trading, market efficiency,

Credit Risk

Credit Risk
  • Author : Niklas Wagner
  • Publisher : CRC Press
  • Release : 28 May 2008
GET THIS BOOK Credit Risk

Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. Divided into six sections, the book • Explores the rapidly developing area of credit derivative products, including iTraxx Futures, iTraxx Default Swaptions, and constant proportion debt obligations • Addresses the relationships between the DJ iTraxx credit default swap (CDS) index

The New Basel Capital Accord and the Future of the European Financial System

The New Basel Capital Accord and the Future of the European Financial System
  • Author : Rym Ayadi,Andrea Resti
  • Publisher : CEPS
  • Release : 01 July 2022
GET THIS BOOK The New Basel Capital Accord and the Future of the European Financial System

The purpose of this report is to provide a detailed, up-to-date and critical analysis of the New Basel Capital Accord framework. It focuses on the limitations and pitfalls that may deserve further investigation, particularly at the European level. Moreover, it provides a provisional assessment of its effects on small- and medium-sized European banks, as well as small- and medium-sized European enterprises. It examines the procyclicality of the new Accord and offers mechanisms to counter it. Finally, it addresses the challenges

The Known the Unknown and the Unknowable in Financial Risk Management

The Known  the Unknown  and the Unknowable in Financial Risk Management
  • Author : Francis X. Diebold,Neil A. Doherty,Richard J. Herring
  • Publisher : Princeton University Press
  • Release : 19 April 2010
GET THIS BOOK The Known the Unknown and the Unknowable in Financial Risk Management

A clear understanding of what we know, don't know, and can't know should guide any reasonable approach to managing financial risk, yet the most widely used measure in finance today--Value at Risk, or VaR--reduces these risks to a single number, creating a false sense of security among risk managers, executives, and regulators. This book introduces a more realistic and holistic framework called KuU --the K nown, the u nknown, and the U nknowable--that enables one to conceptualize the different kinds

Credit Securitisations and Derivatives

Credit Securitisations and Derivatives
  • Author : Daniel Rösch,Harald Scheule
  • Publisher : John Wiley & Sons
  • Release : 03 April 2013
GET THIS BOOK Credit Securitisations and Derivatives

A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk;

Risk Analysis and Portfolio Modelling

Risk Analysis and Portfolio Modelling
  • Author : Elisa Luciano,David Allen
  • Publisher : MDPI
  • Release : 16 October 2019
GET THIS BOOK Risk Analysis and Portfolio Modelling

Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.

New Drivers of Performance in a Changing World

New Drivers of Performance in a Changing World
  • Author : A. Carretta,F. Fiordelisi,G. Mattarocci
  • Publisher : Springer
  • Release : 12 November 2008
GET THIS BOOK New Drivers of Performance in a Changing World

In a financial revolution, new determinants of performance arise and interest in the way performance is measured and communicated to stakeholders grows. This book presents a wide and accurate analysis of the impact that regulation, structural changes and new financial products have on the performance of markets and intermediaries.

Applied Economics Business and Development

Applied Economics  Business and Development
  • Author : Qingyuan Zhou
  • Publisher : Springer
  • Release : 22 July 2011
GET THIS BOOK Applied Economics Business and Development

This four-volume-set (CCIS 208, 209, 210, 211) constitutes the refereed proceedings of the International Symposium on Applied Economics, Business and Development, ISAEBD 2011, held in Dalian, China, in August 2011. The papers address issues related to Applied Economics, Business and Development and cover various research areas including Economics, Management, Education and its Applications.

The Basel II Risk Parameters

The Basel II Risk Parameters
  • Author : Bernd Engelmann,Robert Rauhmeier
  • Publisher : Springer Science & Business Media
  • Release : 25 August 2006
GET THIS BOOK The Basel II Risk Parameters

A critical problem in the practice of banking risk assessment is the estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default). This book presents the state-of-the-art in designing and validating rating systems and default probability estimations, and outlines techniques to estimate LGD and EAD. Also included is a chapter on stress testing of the Basel II risk parameters.

Risk Management and Simulation

Risk Management and Simulation
  • Author : Aparna Gupta
  • Publisher : CRC Press
  • Release : 18 June 2013
GET THIS BOOK Risk Management and Simulation

The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation modeling and analysis can help you solve risk management problems related to market, credit, operational, business, and strategic risk. Simulation models and methodologies offer an effective way to address many of these problems and are easy for finance professionals to

Risk Management in Small and Medium Enterprises

Risk Management in Small and Medium Enterprises
  • Author : Chiara Crovini
  • Publisher : Routledge
  • Release : 13 February 2019
GET THIS BOOK Risk Management in Small and Medium Enterprises

This book offers a fresh method of assessing and managing risks in SMEs, by adopting a multidisciplinary approach. In small and medium companies, the risk management process cannot be often formalised and procedures are usually integrated unconsciously into the decision-making process. Therefore, to enhance the flexibility of these companies, increase their market share and allow them to grow and manage risks more effectively, the first step is to improve the way decisions are made. Consequently, it is fundamental for those