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Credit risk management = pricing, measurement, and modeling /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Credit risk management/ by Jiri Witzany.
Reminder of title:	pricing, measurement, and modeling /
Author:	Witzany, Jiri.
Published:	Cham :Springer International Publishing : : 2017.,
Description:	xiii, 250 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Finance. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-49800-3
ISBN:	9783319498003

Credit risk management = pricing, measurement, and modeling /
Witzany, Jiri.

Credit risk managementpricing, measurement, and modeling /[electronic resource] :by Jiri Witzany. - Cham :Springer International Publishing :2017. - xiii, 250 p. :ill., digital ;24 cm.

Introduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index.

This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements. As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.

ISBN: 9783319498003

Standard No.: 10.1007/978-3-319-49800-3doiSubjects--Topical Terms:

559073
Finance.

LC Class. No.: HF3701 / .W58 2017

Dewey Class. No.: 332.7

Credit risk management = pricing, measurement, and modeling /
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505 0 $a Introduction -- Credit Risk Management -- Rating and Scoring Systems -- Portfolio Credit Risk -- Credit Derivatives -- Conclusion -- Index.
520 $a This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not only standard rating and scoring methods like Classification Trees or Logistic Regression, but also less known models that are subject of ongoing research, like e.g. Support Vector Machines, Neural Networks, or Fuzzy Inference Systems. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and the related regulatory Basel III requirements. As a conclusion, the book provides the reader with all the essential aspects of classical and modern credit risk management and modeling.
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