Credit Risk Modeling: Design and Application (Glenlake business monographs)

Mays, Elizabeth

Published by Routledge, 1998
ISBN 10: 157958005X / ISBN 13: 9781579580056
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Shows definite wear, and perhaps considerable marking on inside. Bookseller Inventory # GRP87595250

About this title:

Synopsis: This is an indispensable guide for credit professionals and risk managers who want to understand and implement modeling techniques for increased profitability. In this unique text, experts in credit risk provide a step-by-step guide to building and implementing models both for evaluating applications and managing existing portfolios. Key topics include: implementing an application scoring system; behavior modeling to manage your portfolio; incorporating economic factors; statistical techniques for choosing the optimal credit risk model; how to set cutoffs and override rules; modeling for the sub-prime market; and how to evaluate and monitor your credit risk model.

About the Author: Elizabeth Mays is the Director of Risk Modelling for Citigroup’s Consumer Asset Division.

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Bibliographic Details

Title: Credit Risk Modeling: Design and Application...
Publisher: Routledge
Publication Date: 1998
Book Condition: Fair
Edition: 0th Edition.

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Mays, Elizabeth
Published by Routledge (1998)
ISBN 10: 157958005X ISBN 13: 9781579580056
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Mays, Elizabeth
Published by Routledge (1998)
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Mays, Elizabeth
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