Brief Introduction
Profitability valuation of a credit loan portfolio per region, product type and branch. Uses credit VaR and RAROCDescription
This banking example shows how to measure profitability for a commercial bank portfolio of credit assets. In the credit business, losses of interest and principal occur all the time - there are always some borrowers that default on their obligations. The losses that are actually experienced in a particular year vary from year to year, depending on the number and severity of default events.
Using a Basel II-based approach we propose a Loss-Given-Default type of model inserting Monte Carlo simulation in order to incorporate probabilities that allow calculation of unexpected losses.
Requirements
- Requirements
- Basic knowledge of @RISK and Excel
Fernando Hernandez
3.7 Raiting
Deploy Java Spring Apps Online to Amazon Cloud (AWS)
- 4.7
-
![]()
![]()
![]()
![]()
![]()
Learn how to deploy your Java Spring Apps online to showcase your Spring Skills! (Live Internet Access) STAND OUT FROM THE CROWD BY SHOWCASING YOUR JAVA SPRING APP ONLINE!...
Supply Chains for Manufacturing: Capacity Analytics
- 0.0
-
![]()
![]()
![]()
![]()
![]()
Learn about various models, methods and software tools to help make better decisions for system design in manufacturing systems and supply chains....
Credit Derivatives
- 3.7
-
![]()
![]()
![]()
![]()
![]()
Learn about the Derivative market and understand the forward contracts and its relationship with interest rates The training will include the following;...
Credit Risk Management in Banking
- 0.0
-
![]()
![]()
![]()
![]()
![]()
Learn about how Credit risk is managed by lenders, the various financial tools and Income earned through Credit is one of the major sources of revenue for Bank / FIs....
