Credit Risk Modeling Design and Application

Covers: · Implementing an application scoring system · Behavior modeling to manage your portfolio · 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 risk models This is an indispensable guide for credit professionals and risk managers who want to understand and implement modeling techniques for increased profitability. In this one-of-a-kind text, experts in credit risk provide a step-by-step guide to building and implementing models both for evaluating applications and managing existing portfolios.Mays, Elizabeth is the author of 'Credit Risk Modeling Design and Application' with ISBN 9781888998382 and ISBN 1888998385.