Retail Credit Risk Management

✍ Scribed by Mario Anolli, Elena Beccalli, Tommaso Giordani (eds.)

Publisher: Palgrave Macmillan UK
Year: 2013
Tongue: English
Leaves: 246
Series: Palgrave Macmillan Studies in Banking and Financial Institutions
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages i-xv
Front Matter....Pages 1-1
Introduction....Pages 3-9
Front Matter....Pages 11-11
The Ever-evolving Basel Accord....Pages 13-58
Private Individuals: Credit Risk Modeling....Pages 59-76
SMEs: Credit Risk Modeling....Pages 77-90
The Critical Model Parameter: LGD....Pages 91-108
Model Validation....Pages 109-133
Risk-Adjusted Performance Measures....Pages 134-147
Front Matter....Pages 149-149
Portfolio Credit Risk Modeling....Pages 151-167
Stress Testing, Capital Planning, and Risk Integration....Pages 168-182
Portfolio Management....Pages 183-198
Front Matter....Pages 199-199
IT Systems for Credit Risk Management....Pages 201-218
A New Retail Credit Risk Management Approach to Cope with the Crisis....Pages 219-232
Back Matter....Pages 233-236

✦ Subjects

Accounting/Auditing; Business Finance; Finance, general; Investments and Securities; Risk Management; Management

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