Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

TitleAnalytical Techniques in the Assessment of Credit Risk [electronic resource] : An Overview of Methodologies and Applications / by Michalis Doumpos, Christos Lemonakis, Dimitrios Niklis, Constantin Zopounidis
ImprintCham : Springer International Publishing : Imprint: Springer, 2019
Edition 1st ed. 2019
Connect tohttps://doi.org/10.1007/978-3-319-99411-6
Descript VIII, 111 p. 14 illus. online resource

SUMMARY

This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science


CONTENT

Introduction to Credit Risk Modeling and Assessment -- Credit Scoring and Rating -- Data Analytics for Developing and Validating Credit Models -- Applications to Corporate Default Prediction and Consumer Credit -- Conclusions and Future Research.


Operations research Risk management Banks and banking Operations Research/Decision Theory. http://scigraph.springernature.com/things/product-market-codes/521000 Risk Management. http://scigraph.springernature.com/things/product-market-codes/612040 Operations Research Management Science. http://scigraph.springernature.com/things/product-market-codes/M26024 Banking. http://scigraph.springernature.com/things/product-market-codes/626010



Location



Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network

  line

facebook   instragram