Introduction to credit risk. (2020)

• Record Type: Book
• Further Information: Note: Giulio Carlone.
• Authors: Carlone, Giulio
• Contents: 1. Background of credit risk and Java visualization for expected exposure. 2. Theoretical phase of a real-world case study. 3. Real-world case of the practical phase for generating exposure regulatory measures in a specific bank with an internal model method. 4. Theoretical approach of the real-world case phase related to the methodology of scenario simulation used for generating exposure regulatory measures. 5. Generation of a simulation of a real-world case for generating exposures regulatory measures. 6. Compute exposure by counterparty. 7 First quantitative analysis of portfolio exposure profiles. 8. Further analysis on portfolio exposure profiles using zero rate vector 0.03. 9. Further analysis on portfolio exposure profiles with zero rate vector 0.06. 10. Generalization of analysis on portfolio exposure profiles with zero rate vectors 0.01, 0.03, and 0.06. 11. Risk perspective of credit valuation adjustment. 12. Further work. 13. Matlab source code strategy further analysis of generation of time step. 14. Expected exposure visualization list of Java Code Packages. 15. Expected exposure visualization list of UML diagram. 16 Credit Models using Google Cloud.
• Edition: 1st
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2020
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.7; Credit -- Management; Financial risk management; Credit -- Technological innovations
• Languages: English
• ISBNs: 9781000171471; 9781000171457; 9781000171464; 9781003036944
• Related ISBNs: 9780367478490
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.