Advances in Credit Risk Modeling and Management

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...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Autor Corporativo: Vrins, Frédéric
Formato: Livro
Idioma:Inglês
Publicado em: MDPI - Multidisciplinary Digital Publishing Institute 2020
Assuntos:
thema EDItEUR::W Lifestyle, Hobbies and Leisure::WC Antiques, vintage and collectables::WCF Collecting coins, banknotes, medals and other related items
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
Acesso em linha:https://directory.doabooks.org/handle/20.500.12854/68700
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!

Registos relacionados