Credit Scoring and Retail Credit Risk Management (FRM Part 2 2023 - Book 2 - Chapter 15)

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After completing this reading you should be able to:
- Analyze the credit risks and other risks generated by retail banking.
- Explain the differences between retail credit risk and corporate credit risk.
- Discuss the “dark side” of retail credit risk and the measures that attempt to address the problem.
- Define and describe credit risk scoring model types, key variables and applications.
- Discuss the key variables in a mortgage credit assessment and describe the use of cutoff scores, default rates and loss rates in a credit scoring model.
- Discuss the measurement and monitoring of a scorecard performance including the use of cumulative accuracy profile (CAP) and the accuracy ratio (AR) techniques.
- Describe the customer relationship cycle and discuss the trade-off between creditworthiness and profitability.
- Discuss the benefits of risk-based pricing of financial services.

[@chrstfer2452]

This channel is one of my favorites *ever* and i only discovered you a few weeks ago. Thanks Jim and all other presenters!

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[@dannyjustussr6811]

He makes a lot of sense, I just got approved at Amazon but I haven't used it ,I won't let myself over my head

[@vaivaaugustinaite7663]

Well explained with great examples. Thank you for sharing your knowledge!

[@analystprep]

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[@chrstfer2452]

I had a similar experience deriving black scholes merton, the process we took followed the shreve "stochastic calculus for finance" book 1 discrete model and the first half of book 2 to do so. Both binomial probability trees and lebesgue integrals were major eye openers for me

[@pizy1494]

THANKS Prof...

[@stevenguyen7479]

Thanks Prof

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Welcome!!

[@sudhanshujetly8885]

Darth Vader makes it to our lecture! :)

[@saimonsays5918]

great videos professor, but are you going to upload again the missing chapters?
Thanks a lot for the help

[@analystprep]

Hi Saimon. Because of the high costs of producing these video lectures, we've now moved most videos for AnalystPrep premium user at app.analystprep.com. The packages include a question bank, mock exams, study notes, video lectures, and a formula sheet. I hope this helps!

[@chrstfer2452]

We're finding out haha.