Consumer Credit Models: Pricing, Profit and Portfolios

Consumer Credit Models: Pricing, Profit and Portfolios
Автор
 
Год
 
Страниц
 
400
ISBN
 
019923213X
Издатель
 
Oxford University Press
Категория
 
Поступления - 2009 г. - Январь - Июль
Искать в интернет библиотекахКупить

Описание:

The use of credit scoring - the quantitative and statistical techniques to assess the credit risks involved in lending to consumers - has been one of the most successful if unsung applications of mathematics in business for the last fifty years. Now with lenders changing their objectives from minimising defaults to maximising profits, the saturation of the consumer credit market allowing borrowers to be more discriminating in their choice of which loans, mortgages and credit cards to use, and the Basel Accord banking regulations raising the profile of credit scoring within banks there are a number of challenges that require new models that use credit scores as inputs and extensions of the ideas in credit scoring. This book reviews the current methodology and measures used in credit scoring and then looks at the models that can be used to address these new challenges. The first chapter describes what a credit score is and how a scorecard is built which gives credit scores and...

Похожие книги

F-86 Sabre Aces of the 51st Fighter WingF-86 Sabre Aces of the 51st Fighter Wing
Автор: Warren Thompson
Год: 2006
On the Track: A Guide to Contemporary Film ScoringOn the Track: A Guide to Contemporary Film Scoring
Автор: Fred Karlin, Rayburn Wright
Год: 2004
Nine: A Salute to Mr. Hockey Gordie HoweNine: A Salute to Mr. Hockey Gordie Howe
Автор: Bob Duff
Год: 2007
Assessing Performance: Designing, Scoring, and Validating Performance TasksAssessing Performance: Designing, Scoring, and Validating Performance Tasks
Автор: Robert L. Johnson PhD, James A. Penny PhD, Belita Gordon PhD
Год: 2008
The Feynman integralThe Feynman integral
Автор: Keller, D.W.McLaughlin.
Год: 1975