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Analytical Techniques in the Assessment of Credit Risk

An Overview of Methodologies and Applications

  • Michalis Doumpos
  • Christos Lemonakis
  • Dimitrios Niklis
  • Constantin Zopounidis

Part of the EURO Advanced Tutorials on Operational Research book series (EUROATOR)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Michalis Doumpos, Christos Lemonakis, Dimitrios Niklis, Constantin Zopounidis
    Pages 1-21
  3. Michalis Doumpos, Christos Lemonakis, Dimitrios Niklis, Constantin Zopounidis
    Pages 23-41
  4. Michalis Doumpos, Christos Lemonakis, Dimitrios Niklis, Constantin Zopounidis
    Pages 43-75
  5. Michalis Doumpos, Christos Lemonakis, Dimitrios Niklis, Constantin Zopounidis
    Pages 77-98
  6. Michalis Doumpos, Christos Lemonakis, Dimitrios Niklis, Constantin Zopounidis
    Pages 99-101
  7. Back Matter
    Pages 103-111

About this book

Introduction

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 closely risk models for applications within the banking industry and in financial markets. Furthermore, the book presents the advances and trends in model development and validation for credit scoring/rating, the recent regulatory requirements and the current best practices. Using examples and fully worked case applications, the book is a valuable resource for advanced courses in financial risk management, but also helpful to researchers and professionals working in financial and business analytics, financial modeling, credit risk analysis, and decision science.

Keywords

Business analytics Financial modeling Corporate credit rating Credit scoring Corporate finance Credit portfolio management Decision science application Portfolio credit risk optimization

Authors and affiliations

  • Michalis Doumpos
    • 1
  • Christos Lemonakis
    • 2
  • Dimitrios Niklis
    • 3
  • Constantin Zopounidis
    • 4
  1. 1.School of Production Engineering & ManagementTechnical University of CreteChaniaGreece
  2. 2.Department of Business ManagementTechnological Educational Institute of CreteAgios NikolaosGreece
  3. 3.Department of Accounting and FinanceWestern Macedonia University of Applied SciencesKozaniGreece
  4. 4.School of Production Engineering and Management, Technical University of Crete, Chania, Greece; Audencia Business School, Institute of FinanceNantesFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-99411-6
  • Copyright Information Springer Nature Switzerland AG 2019
  • Publisher Name Springer, Cham
  • eBook Packages Business and Management
  • Print ISBN 978-3-319-99410-9
  • Online ISBN 978-3-319-99411-6
  • Series Print ISSN 2364-687X
  • Series Online ISSN 2364-6888
  • Buy this book on publisher's site