Credit Risk Modeling: Design and Application Review

Average Reviews:

(More customer reviews)The title of the book uses the buzz words "credit risk" to attract readers. However, the papers collected in the book are not very deep and the coverage is very restricted. There is not much theory offered, nor is there any rigorous empirical work done. Not recommended for purchase, a browse maybe OK.

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CREDIT RISK MODELINGDesign and ApplicationThis is an indispensable guide for credit professionals and risk managers who want to understand and implement modeling techniques for increased profitability. With contributions from 15 experts in credit risk management, Credit Risk Modeling provides effective, practical guidance to building and implementing models for both evaluating applications and managing existing portfolios.Key topics include:**implementing an application scoring system**behavior modeling to manage portfolios**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**how to evaluate and monitor credit models._

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