Modelling Economic Capital : Practical Credit-Risk Methodologies, Applications, and Implementation Details

by David Jamieson Bolder

Chapter 1. Introducing Economic Capital -- Part 1. Modelling Credit-Risk Economic Capital -- Chapter 2. Constructing a Practical Model -- Chapter 3. Finding Model Parameters -- Chapter 4. Implementing The Model -- Part 2. Loan Pricing -- Chapter 5. Approximating Economic Capital -- Chapter 6. Loan Pricing -- Part 3. Modelling Expected Credit Loss -- Chapter 7. Default-Probability Fundamentals -- Chapter 8. Building Stress Scenarios -- Chapter 9. Computing Loan Impairments -- Part 4. Other Practical Topics -- Chapter 10. Measuring Derivative Exposure -- Chapter 11. Seeking External Comparison -- Chapter 12. Thoughts on Stress Testing.

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Year of publication:	2022
Authors:	Bolder, David Jamieson
Publisher:	2022.: Cham : Springer International Publishing 2022.: Cham : Imprint: Springer
Subject:	Nordic Investment Bank \| Risk Management \| Risk Portfolio \| Financial Modelling \| Corporate Finance \| Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| Bankrisiko \| Bank risk \| Investmentbank \| Investment bank \| Unternehmensfinanzierung \| Corporate finance \| Theorie \| Theory \| Kreditrisiko \| Credit risk \| Kapitalmarkt \| Ökonometrie

Extent:	1 Online-Ressource (XXXI, 823 p. 183 illus., 166 illus. in color.)
Series:	Contributions to Finance and Accounting Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-030-95096-5 ; 978-3-030-95095-8 ; 978-3-030-95097-2 ; 978-3-030-95098-9
Other identifiers:	10.1007/978-3-030-95096-5 [DOI]
Classification:	Banken, Versicherungen
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013192337