Practical Credit Risk and Capital Modeling, and Validation: Cecl, Basel Capital, Ccar, and Credit Scoring with Examples - Hardcover
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Practical Credit Risk and Capital Modeling, and Validation: Cecl, Basel Capital, Ccar, and Credit Scoring with Examples
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. It describes how credit risk modeling, capital modeling, and validation are done in big...
Colin Chen is the Founder and Director of Data Science and Analytics Consultants (Bayside, NY, USA), which focuses on data science projects from financial and media industries. He has over 15 years of experience in financial risk management having worked at JP Morgan Chase as an Executive Director of the Operational Risk Modeling Group and at Bank of America as a Director of Model Risk...
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2024 Edition
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