Analytical Techniques in the Assessment of Credit Risk An Overview of Methodologies and Applications /

This book provides a unique, focused introduction to the analytical skills, methods and techniques in the assessment of credit risk that are necessary to tackle and analyze complex credit problems. It employs models and techniques from operations research and management science to investigate more c...

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Bibliographic Details
Main Authors: Doumpos, Michalis (Author, http://id.loc.gov/vocabulary/relators/aut), Lemonakis, Christos (http://id.loc.gov/vocabulary/relators/aut), Niklis, Dimitrios (http://id.loc.gov/vocabulary/relators/aut), Zopounidis, Constantin (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:1st ed. 2019.
Series:EURO Advanced Tutorials on Operational Research,
Subjects:
Online Access:Full Text via HEAL-Link
Table of Contents:
  • Introduction to Credit Risk Modeling and Assessment
  • Credit Scoring and Rating
  • Data Analytics for Developing and Validating Credit Models
  • Applications to Corporate Default Prediction and Consumer Credit
  • Conclusions and Future Research. .