O'Reilly logo

Credit Engineering for Bankers, 2nd Edition by Johnathan Mun, Morton Glantz

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Chapter 8 Projections and Risk Assessment

Chapter Outline

  • Different Types of Forecasting Techniques 187
  • Running the Forecasting Tool in Risk Simulator 190
  • Time-Series Analysis 190
    • Theory 190
    • Procedure 190
    • Results Interpretation 192
    • Notes 193
  • Multivariate Regression 194
    • Theory 194
    • Procedure 196
    • Results Interpretation 196
    • Stepwise Regression 197
  • Stochastic Forecasting 198
    • Theory 198
    • Procedure 199
    • Results Interpretation 199
    • Brownian Motion Random Walk Process 199
    • Mean-Reversion Process 200
    • Jump Diffusion Process 201
  • Nonlinear Extrapolation 202
    • Theory 202
    • Procedure 202
    • Results Interpretation 203
    • Notes 203
  • Box-Jenkins Autoregressive Integrated Moving Average (ARIMA) Advanced Time-Series 204
    • Theory 204
    • Procedure 205
    • Results Interpretation ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required