Автор: Lando, David Название: Credit Risk Modeling ISBN: 0691089299 ISBN-13(EAN): 9780691089294 Издательство: Wiley Рейтинг: Цена: 17266.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts i
Автор: Duffie, Darrell Singleton, Kenneth J. Название: Credit risk ISBN: 0691090467 ISBN-13(EAN): 9780691090467 Издательство: Wiley Рейтинг: Цена: 10296.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offers a treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. This book models credit risk for the purpose of measuring portfolio risk and pricing defaultable bonds, credit derivatives, and other securities exposed to credit risk. It is intended as a resource for researchers and students.
Автор: Witzany, Jiri Название: Credit risk management ISBN: 3319842447 ISBN-13(EAN): 9783319842448 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces to basic and advanced methods for credit risk management. The book also illustrates financial and commodity markets and analyzes the principles of advanced credit risk modeling techniques and credit derivatives pricing methods.
Автор: Saunders, Anthony Название: Credit risk measurement ISBN: 0471350842 ISBN-13(EAN): 9780471350842 Издательство: Wiley Цена: 8712.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Addressing one of the hottest topics in finance today, this groundbreaking book offers an up-to-date overview of the latest credit market and financial innovations.
Автор: Christopher Daniel Briggs; C. Jaco Zuijderduijn Название: Land and Credit ISBN: 3319662082 ISBN-13(EAN): 9783319662084 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This volume investigates the use of mortgages in the European countryside between the thirteenth and eighteenth centuries. A mortgage allowed a loan to be secured with land or other property, and the practice has been linked to the transformation of the agrarian economy that paved the way for modern economic growth. Historians have viewed the mortgage both positively and negatively: on the one hand, it provided borrowers with opportunities for investment in agriculture; but equally, it exposed them to the risk of losing their mortgaged property. The case studies presented in this volume reveal the variety of forms that the mortgage took, and show how an intricate balance was struck between the interests of the borrower looking for funds, and those of the lender looking for security. It is argued that the character of mortgage law, and the nature of rights in land in operation in any given the place and period, determined the degree to which mortgages were employed. Over time, developments in these factors allowed increasing numbers of peasants to use mortgages more freely, and with a decreasing risk of expropriation. This volume will be appealing to academics and researchers interested in financial history, rural credit and debt, and the economic history of agrarian communities.
IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management.
Offers a broad survey that explains which models work best for mortgage, small business, cards, commercial real estate, commercial loans and other credit products
Concentrates on specific aspects of the modelling process by focusing on lifetime estimates
Provides an hands-on approach to enable readers to perform model development, validation and audit of credit risk models
Автор: Zlatko Salcic Название: Export Credit Insurance and Guarantees ISBN: 113736680X ISBN-13(EAN): 9781137366801 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Поставка под заказ.
Описание: The first practitioner handbook on export credit insurance and guarantees, providing manufacturers, exporters, bankers, and lawyers with a much needed resource. The book contains descriptions and analyses of almost every type of export credit insurance and guarantee used in international trade with explanations about the risks inherent in each.
Описание: The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management.
Описание: Why are banking systems unstable in so many countries--but not in others? The United States has had twelve systemic banking crises since 1840, while Canada has had none. The banking systems of Mexico and Brazil have not only been crisis prone but have provided miniscule amounts of credit to business enterprises and households. Analyzing the politic
Established by Martin Eakes and Bonnie Wright in North Carolina in 1980, the nonprofit Center for Community Self-Help has grown from an innovative financial institution dedicated to civil rights into the nation's largest home lender to low- and moderate-income borrowers. Self-Help's first capital campaign—a bake sale that raised a meager seventy-seven dollars for a credit union—may not have done much to fulfill the organization's early goals of promoting worker-owned businesses, but it was a crucial first step toward wielding inclusive lending as a weapon for economic justice. In Lending Power journalist and historian Howard E. Covington Jr. narrates the compelling story of Self-Help's founders and coworkers as they built a progressive and community-oriented financial institution. First established to assist workers displaced by closed furniture and textile mills, Self-Help created a credit union that expanded into providing home loans for those on the margins of the financial market, especially people of color and single mothers. Using its own lending record, Self-Help convinced commercial banks to follow suit, extending its influence well beyond North Carolina. In 1999 its efforts led to the first state law against predatory lending. A decade later, as the Great Recession ravaged the nation's economy, its legislative victories helped influence the Dodd-Frank Wall Street Reform and Consumer Protection Act and the formation of the Consumer Financial Protection Bureau. Self-Help also created a federally chartered credit union to expand to California and later to Illinois and Florida, where it assisted ailing community-based credit unions and financial institutions. Throughout its history, Self-Help has never wavered from its mission to use Dr. Martin Luther King Jr.'s vision of justice to extend economic opportunity to the nation's unbanked and underserved citizens. With nearly two billion dollars in assets, Self-Help also shows that such a model for nonprofits can be financially successful while serving the greater good. At a time when calls for economic justice are growing ever louder, Lending Power shows how hard-working and dedicated people can help improve their communities.
Автор: Phillips Robert L. Название: Pricing Credit Products ISBN: 0804787204 ISBN-13(EAN): 9780804787208 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 10032.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
In the wake of the 2008 financial crisis, it became apparent that pricing loans in a way that is profitable for lenders and sensitive to risk is anything but simple. Increasingly, lenders are following the lead of other retailers by segmenting their market and more precisely targeting customers. To do this successfully, lenders must engage analytic approaches, such as machine learning and optimization, in setting prices for each segment.
Robert L. Phillips worked with major banks and financial services companies for more than a decade to help them improve their pricing capabilities. This book draws on his experience, as well as the latest academic research, to demonstrate how lenders can apply the proven techniques of price optimization to responsibly improve the profitability of their loans. It is a go-to resource for academics and professionals alike, particularly lenders who are looking for ways to do better business in an increasingly competitive (and regulated) market.
Автор: Cochrane John Название: Central Bank Governance and Oversight Reform ISBN: 0817919244 ISBN-13(EAN): 9780817919245 Издательство: Turpin Рейтинг: Цена: 2062.00 р. Наличие на складе: Нет в наличии.
Описание: How can we balance a central bank`s authority and independence with needed accountability and constraints? Drawn from a 2015 Hoover Institution conference, this book features distinguished scholars and policy makers` discussing this and other key questions.
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