Reinventing Retail Lending Analytics - Forecasting, Stress Testing, Capital and Scoring for a World of Crises
List Price: $245.00
List Price: $245.00
Your Price: $245.00-
Reinventing Retail Lending Analytics provides a practical guide to retail lending analytics and the risk assessment and risk management involved. The global economic crisis of 2008-2009 has exposed the frailty of the most common retail lending models. However, contrary to news headlines, not all the models failed during this crisis. This book describes the 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
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