Reinventing retail lending analytics
Éditeur :
Risk Books
ISBN :
9781906348380
Date de publication :
1 mars 2010
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book describes components necessary for creating robust and effective models for portfolio performance diagnostics, forecasting, stress testing and economic capital.These concepts are also extended to account-level scoring to show how to move from simple rank-ordering to scenario-based prediction of default probabilities for individual loans.