Introduction to Credit Risk is popular PDF and ePub book, written by Giulio Carlone in 2020, it is a fantastic choice for those who relish reading online the Credit genre. Let's immerse ourselves in this engaging Credit book by exploring the summary and details provided below. Remember, Introduction to Credit Risk can be Read Online from any device for your convenience.
Introduction to Credit Risk Book PDF Summary
Background of credit risk and Java visualization for expected exposure -- Theoretical phase of a real-world case study -- Real-world case of the practical phase for generating exposure regulatory measures in a specific bank with an internal model method -- Theoretical approach of the real-world case phase related to the methodology of scenario simulation used for generating exposure regulatory measures -- Generation of a simulation of a real-world case for generating exposures regulatory measures -- Compute exposure by counterparty -- First quantitative analysis of portfolio exposure profiles -- Further analysis on portfolio exposure profiles using zero rate vector 0.03 -- Further analysis on portfolio exposure profiles with zero rate vector 0.06 -- Generalization of analysis on portfolio exposure profiles with zero rate vectors 0.01, 0.03, and 0.06 -- Risk perspective of credit valuation adjustment -- Further work -- Matlab source code strategy further analysis of generation of time step -- Expected exposure visualization list of Java Code Packages -- Expected exposure visualization list of UML diagram -- Credit models using Google Cloud.
Detail Book of Introduction to Credit Risk PDF
- Author : Giulio Carlone
- Release : 29 September 2024
- Publisher : Chapman & Hall/CRC
- ISBN : 0367478498
- Genre : Credit
- Total Page : 360 pages
- Language : English
- PDF File Size : 12,6 Mb
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