The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision Automation - Couverture rigide

Anderson, Raymond

Couverture rigide

ISBN 10 : 0199226407 ISBN 13 : 9780199226405

Editeur : Oxford University Press, 2007

Synopsis

The Credit Scoring Toolkit provides an all-encompassing view of the use of statistical models to assess retail credit risk and provide automated decisions.

In eight modules, the book provides frameworks for both theory and practice. It first explores the economic justification and history of Credit Scoring, risk linkages and decision science, statistical and mathematical tools, the assessment of business enterprises, and regulatory issues ranging from data privacy to Basel II. It then provides a practical how-to-guide for scorecard development, including data collection, scorecard implementation, and use within the credit risk management cycle.

Including numerous real-life examples and an extensive glossary and bibliography, the text assumes little prior knowledge making it an indispensable desktop reference for graduate students in statistics, business, economics and finance, MBA students, credit risk and financial practitioners.

A propos du livre

Revue de presse

This is an extremely valuable and timely book on a very important topic ... Anderson has provided a great service to all who use Credit Scoring techniques. (Barry Scholnick PhD, Eric Geddes Associate Professor of Business, University of Alberta)

It is a superb mixture of a practical how to do guide for those wanting to use and develop credit scoring together with a way of putting the decisions it supports in context and the techniques it uses in a general modelling framework. (Professor Lyn Thomas, Professor of Management Science, Scholl of Management, University of Southampton)

Détails de l'édition

• Éditeur: Oxford University Press
• Date d'édition: 2007
• Langue: anglais
• ISBN 10: 0199226407
• ISBN 13: 9780199226405
• Reliure: Relié
• Nombre de pages: 790
• Coordonnées du fabricant: non disponible