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Consumer credit models : pricing, profit, and portfolios / Lyn C. Thomas.

By: Publication details: Oxford ; New York : Oxford University Press, 2009.Description: xii, 385 p. : ill. ; 24 cmISBN:
  • 9780199232130 (hbk.) :
  • 019923213X :
Subject(s): LOC classification:
  • HG3755 .T48 2009
Contents:
Introduction to consumer credit and credit scoring -- Measurement of scoring systems -- Risk-based pricing -- Profit scoring and dynamic models -- Portfolio credit risk and the Basel Accord.

Includes bibliographical references (p. [365]-369) and index.

Introduction to consumer credit and credit scoring -- Measurement of scoring systems -- Risk-based pricing -- Profit scoring and dynamic models -- Portfolio credit risk and the Basel Accord.

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