Practical credit risk and capital modeling, and validation: cecl, basel capital, ccar, and credit scoring with examples
Auteur :
Chen, Colin
Éditeur :
Springer International Publishing AG
ISBN :
9783031525445
Date de publication :
23 avr. 2025
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book provides professionals and practitioners with a comprehensive guide on credit risk modeling, capital modeling, and validation for Current Expected Credit Loss (CECL), International Financial Reporting Standard 9 (IFRS9), Basel Capital and Comprehensive Capital Analysis and Review (CCAR) procedures.