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Tag Archives: Credit risk
Logistic Regression
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents an overview of logistic regression and its application in finance. Introduction Logistic regression is a predictive analysis regression method that is used in classification … Continue reading
Posted in Contributors, Financial techniques
Tagged Credit risk, Credit scoring, Logistic regression, Sigmoid
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Credit risk
In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents credit risk. Introduction Credit risk is the risk of not receiving promised repayments due to the counterparty (a corporate or individual borrower) failing to … Continue reading
Posted in Contributors, Financial techniques
Tagged basel, Credit risk, Default risk, EAD, LGD
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Quantitative risk management
Quantitative risk management In this article, Jayati WALIA (ESSEC Business School, Grande Ecole – Master in Management, 2019-2022) presents Quantitative risk management. Introduction Risk refers to the degree of uncertainty in the future value of an investment or the potential … Continue reading
Posted in Contributors, Financial techniques
Tagged Credit risk, Market risk, Operational risk, Risk management, VaR
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