Measuring Market Risk + CD-ROM , 2nd Edition

Book Description

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A’s and case studies. The accompanying CD-ROM includes a Measuring Market Risk toolbox, with about 150 risk measurement functions, a manual and a selection of Excel workbooks illustrating basic risk measurement functions.

Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

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"This book offers an extensive and up-to-date review of market risk measurement, focusing particularly on the estimation of value at risk (VaR) and expected tail loss (ETL). Measuring Market Risk provides coverage of parametric and non-parametric risk estimation, simulation, numerical methods, liquidity risks, risk decomposition and budgeting, backtesting, stress testing, and model risk, as well as appendices on mapping delta-gamma approximations and options VaR. Divided into two parts, the book also comes with a Toolkit containing 11 toolboxes dealing with technical issues often used in market risk measurement, including quantile error estimation, order statistics, principal components and factor analysis, non-parametric density estimation, fat-tailed distributions, extreme-value theory, simulation methods, volatility and correlation estimation, and copulas. The book is packaged with a CD containing a MATLAB folder of 150 risk measurement functions, with additional examples in Excel/VBA. Measuring Market Risk is designed for practitioners involved in risk measurement and management. It will also be of use to MBA, MA and MSc programmes in finance, financial engineering, risk management and related subjects in addition to academics and researchers working in this field. "

Customer Reviews:

One of the best books on VaR, but not suitable for beginners.......2006-01-24

I fundamentally disagree with the reviewer stating that this book should not be bought. The fact that that reviewer isn't familiar with Matlab is a shame given that he or she works as a risk manager and since Matlab is often a basic pre-requisite for doing good quantitative finance. Serious risk management demands serious numerical software and Matlab is one such tool which allows quick model implementation in the fast paced business world. Excel/VBA are definitely not suitable for good work in this field (just look up the many statistical problems that can be found in Excel's functions, for example, or try to implement some basic matrix operations using VBA). C is not great either given that the Dowd's didactic message would be lost in a sea of imperative coding logic. Not understanding that the 'svd' function is shorthand for singular value decomposition, makes me suspect that that reviewer's quantitative abilities may not at the level needed to read this book. However, I don't want to turn this review into a flame-fest advocating Matlab over all else and ignoring the content of the book itself. I think Matlab has its faults too, but Dowd made a sensible choice in using this pseudocode-like language for the examples of the models he presents. (And if Matlab is too expensive to purchase there are many free clones that work just as well: just search for 'scilab' or 'octave' on the web). But on with the review of the book itself...

As I said in the subject heading, this book is not suitable for beginners. There is not much in the way of justification of the aims of VaR or the field of market risk management, while much time is spent on classroom level theory. For example, chapter one contains a very brief recap of the highlights of the history of portfolio risk measurement, while chapter 2 already attempts to rip VaR apart with the justification of using coherent risk measurements instead of VaR. A beginner is just not going to be able to grasp all that's going on at this early stage without a good number of practical examples. Even *with* the examples, it's often hard for people new to the field to get the kind of intution that only comes after years of practice and working through real problems. Dowd doesn't do much to alleviate that kind of confusion. However, for the practicing, well-read risk manager or quant, the book is a veritable encyclopediac reference of the field. Dowd does for VaR what Fabozzi does for fixed income securities. He covers practically all the major models and their many variations and gives much more information about the mathematical tools needed to make these models tick than do most of the classic references (e.g. Jorion). What's more Dowd does an admirable job of describing important complements to VaR such as stress testing, backtesting, and model risk. Finally, the citations that Dowd includes in the book are useful in and of themselves as they include the main readings in the field.

My biggest complaint with the book is that's it's no more than a survey of the *theory* of VaR. To that end, Dowd's academic focus is present throughout and this focus book does not easily lend itself to practical issues in risk management and analysis. For example, one of the most important practical issues in risk management is the mapping of securities into their building block risk factors, yet Dowd spends a paltry 11 pages discussing this topic. What's more there is no mention of the very real world need to model portfolio VaR in the case of missing market data. Dowd too often assumes a perfect world of complete data which is simply not the case. Moreover Dowd does not discuss many of the real world issues involved in the development and maintenance of living breating enterprise risk systems.

Overall I think this book is an extremely useful addition to every risk manager's bookshelf, but I only gave it 4 stars because I feel there is a fair bit of room for improvement.

Great reference book for practitioners.......2005-06-30

Measuring market risk is a 'must-have' reference book for risk management professionals. Numerous examples illustrate how to solve risk measurement problems. Great book!!!!

I suggest you do NOT buy this book .......2005-04-08

I would have returned this book to Amazon.com and asked for my money back if I had not already been reimbursed by my employer for it. I am a risk manager, and so was looking forward to reading this cover to cover. Well, my opinion of this book changed before I got out of the preface!!!! The author states that all of the most important results will be provided as Matlab programs in the attached CD. Why? Because he doesn't think that usual programs like Excel/VBA are strong enough and yet programs like C and others are not user friendly. He then urges the reader to buy Matlab regardless of it being quite expensive.

Ok, my advice is to beware anyone who says that there is one and only one program that you can do something in. What he did was program in what he was comfortable with regardless of the reader's potential skills and resources. There are a lot of programs out there. But his whole book is targeted to using ONE third party vendor program. This was not disclosed in the book's descriptions. This is misrepresentation. If the book is so targeted toward one program, that should be indicated explicitly. The title of this book should be "Measuring Market Risk using Matlab". I suspect the reason this was not done was because it would have limited sales. I really think the author shows fundamental contempt for his readers by not appropriately disclosing the tie to Matlab on the cover.

Why this is particularly important is that this book is so targeted toward the CD. It looks like you have to have Matlab to run his examples. Without Matlab, all you have is code. And this is not some easy to read pseudo-code you can translate into another program. For example, one line taken from his Matlab code is:

[U,S,V]=svd(return_data,0);

What is that? If you guessed svd is standard deviation, you would be wrong. Do you think you are going to translate this spaghetti into something useful? I don't think so. There are a few Excel programs in a subdirectory on the CD, but they are just a scattered collection of bits and pieces of functions. One I opened up that looked promising could not run without the user buying yet another program called "Crystal Ball". This just got worse and worse.

The book is divided into two parts. The first is an overview of risk ideas with minimal derivation or explanation. The second half seems to be a more of a catalog of models and approaches that then points the user toward his CD. For example, there are 5 pages on Principal Components Analysis and Factor Analysis and then points the user to the CD. There are 4 pages on Copula functions, and then it points the user to the CD. If you don't already know how to do PCA and Copula, you are not going to learn it in 4 or 5 pages!!!! So what do we have here? It does not go into meaningful detail to explain the concepts. So it is not a strong risk book. So, this whole package is more like a software program with significant documentation. But wait. Its not a software program either because you don't get Matlab with it. You just get some prewritten functions from Matlab that don't appear useful unless you have Matlab. So, its not a software package, and its not a stand-alone risk book. What is it? Unless you already own or will buy Matlab and are already up to speed on market risk, then DO NOT get this.

Incidentally, I own Dowd's "Beyond Value at Risk". It is getting dated, but I thought that book was excellent. I think the author can do great work. My issue is not with the author's knowledge or skills. The problem is this book.

Average customer rating:

Comprehensive and excellent
Important stuff but hard slogging
Good book on risk management, February 4, 2002
Don't miss it
The best risk management book

Risk Management
Michel Crouhy , Robert Mark , and Dan Galai
Manufacturer: McGraw-Hill
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Binding: Hardcover

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ASIN: 0071357319

Book Description

Last year's headline-grabbing stories of the notorious bailout of Long-Term Capital Management and the 1.4 billion credit loss for BankAmerica opened the eyes of the investment world. These turbulent times have meant increased awareness of risk management and have lead to late breaking developments in new research, techniques, and theories in the field. Given the high stakes in today's business world with financial dealings in the billions (e.g., derivatives), it's easy to see why risk management has become the key buzzword on Wall Street. While Jorion focuses strictly on market risk, today's financial professionals are also evaluating credit risk and operational risk. Managing Risk provides a comprehensive description and analysis of modern risk management, including the regulatory aspects, organizational issues, potential problem areas, and tools to control and manage the many different kinds of risks: market risk, credit risk, and operational risk. It also discusses: structuring and managing the risk management function in a firm; practical measurement issues in the field; risk management in both financial and non-financial institutions.

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Risk Management introduces and explores the latest financial and hedging techniques in use around the world, and provides the foundation for creating an integrated, consistent, and effective risk management strategy.

Customer Reviews:

Comprehensive and excellent.......2003-01-11

This book is the most comprehensive treatment I've seen of financial risk management, particularly from a banking perspective. It covers both the regulatory and practitioner perspectives of modern risk management -- it's a veritable encyclopedia.

It's drawn from the wealth of experience of the authors, who are well known in both the academic world and on Wall St.

I guess what I like most about the book is the inside look it provides at the various aspects of financial risks -- no other book does it better, and I found the discussion enthralling.

While mainly geared toward banks, the book also includes a fascinating chapter on risk management in regular corporations. I think the book would serve equally well as a textbook for a risk management course or a handbook for the risk management practitioner.

Important stuff but hard slogging.......2002-07-16

This is an encyclopedia, and reading such things is not what most people, even when deeply interested in the subject are likely to do. It does provide a fair reference for specific topics, but this is not a subject one can really pick and choose.

VAR is the ususal starting point, and its famous authors (one of whom I hired for his skill in these matters) cover most of the bases in an interesting way.

Good book on risk management, February 4, 2002.......2002-02-05

I bought this book because some readers highly recommended it. I'm a financial derivatives strategist and risk management consultant. When a reviewed the book I disappointed in five main particular points: 1) The chapter on VaR is unsatisfactory and insufficient. The authors discuss this subject in a general approach. From my view point I have a preference for Jorion's Value At Risk. 2) There is no discussion about GARCH models, which decrease the importance of this book. I recognise "Risk Management" is a great book. It's a vast encyclopaedia of risk. 3) There's a great discussion of all types of risk, but without any practical solved case. This particular point demerit the seriousness and greatness of the book. 4) The level of mathematics in the book is a little advanced and without any support en practical cases, these poor numerical exercises and calculus tools are useless. 5) Montecarlo simulation approach is bad. There is a great discussion on this subject in Hull's Options, Futures and other derivatives, where the theme is practical, objective and concise. Finally and taking into account these five particular disadvantages, I'll give my rating to this book: 3 stars.

Don't miss it.......2001-08-24

I think it the best book about Risk management I read so far. I was impressed even by the way they treat market risk although it does not seem their main interest. The chapter on VaR is much better than a whole book on it. Great!!! Everyone should have a copy...

The best risk management book.......2001-06-14

This is by far the most comprehensive and well-written book on risk management. If you were to read only on book on the subject, there is no doubt you should choose Crouhy, Galai, Mark. The book reflects not only the authors' serious academic background - all of them have been professors at top universities - but also their detailed hands-on experience.

Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering)

Average customer rating:

A Good Read!
A Good Read!
Unclear, and full of errors.
Very Comprehensive, But too few examples

Measuring Market Risk with Value at Risk (Wiley Series in Financial Engineering)
Pietro Penza , and Vipul K. Bansal
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471393134

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"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a decidedly global approach-an essential ingredient for any comprehensive work on market risk. Second, it ties the scientifically grounded, yet intuitively appealing, VaR measure to earlier, more idiosyncratic measures of market risk that are used in specific market environs (e.g., duration in fixed income). Finally, it encompasses all of the accepted approaches to calculating a VaR measure and presents them in a clearly explained fashion with supporting illustrations and completely worked-out examples." -from the Foreword by John F. Marshall, PhD, Principal, Marshall, Tucker & Associates, LLC

"Measuring Market Risk with Value at Risk offers a much-needed intellectual bridge, a translation from the esoteric realm of mathematical finance to the domain of financial managers who seek guidance in applying developments from this important field of research as well as that of MBA-level graduate instruction. I believe the authors have done a commendable job of providing a carefully crafted, highly readable, and most useful work, and intend to recommend it to all those involved in business risk management applications." -Anthony F. Herbst, PhD, Professor of Finance and C.R. and D.S. Carter Chair, The University of Texas, El Paso and Founding editor of The Journal of Financial Engineering (1991-1998)

"Finally there's a book that strikes a balance between rigor and application in the area of risk management in the banking industry. This innovative book is a MUST for both novices and professionals alike." -Robert P. Yuyuenyongwatana, PhD, Associate Professor of Finance, Cameron University

"Measuring Market Risk with Value at Risk is one of the most complete discussions of this emerging topic in finance that I have seen. The authors develop a logical and rigorous framework for using VaR models, providing both historical references and analytical applications." -Kevin Wynne, PhD, Associate Professor of Finance, Lubin School of Business, Pace University

Customer Reviews:

A Good Read!.......2004-04-30

This book is a detailed and meticulous presentation of the calculations involved in Value at Risk (VaR) measurement. According to authors Pietro Penza and Vipul K. Bansal, Value at Risk is one of the most popular approaches to measuring the risk of harm to financial portfolios. It is a valuable institutional tool. Be aware, though, the book's message and how-to assistance will seem generally irrelevant to individual investors, except for a handful of extremely high net worth individuals at the top of the Forbes 400. Its calculations are beyond the ken of most non-mathematicians, but they will intrigue the right audience. We find this book to be a useful addition to the libraries of professional investors, bankers or risk managers, particularly those with highly developed analytical skills and a certain degree of comfort with financial engineering. Some other financial managers and lay readers will find useful information here, though they may need to walk on tiptoes through those sections of the content that are over their heads.

A Good Read!.......2004-03-09

Unclear, and full of errors........2003-06-16

I stopped reading this book after the first 7 chapters. It's easy going conceptually, but manages to be very irritating for the following reasons: The "definitions" are often confusing and unilluminating, although the examples that follow generally manage to get the idea across. There are also a large number of mathematical errors, which I was able to clear up only because I'm already familiar with the essentials of VaR. As a first introduction, the book is therefore useless. Perhaps the remaining 10 chapters of the book are of sterling quality -- to hedge against this eventuality I award two stars, rather than just one -- but I will be seeking another source.

[And shame, shame, shame on Wiley Finance's editors. Apart from the above errors, here are just two howlers that prove that the book was published before anybody read it: "Neper's number" for e (Napier?), "phenomene" as plural of phenomena (which would have made a kind of grammatical sense weren't it for the fact that phenomena is alread the plural of phenomenon.) No doubt Wiley Finance believes that sales are unaffected by reputation.]

Very Comprehensive, But too few examples.......2001-06-24

Penza and Bansal has done a good work on making a whole picture of Market Risk Measurement. With the clear explanation, it helps the beginners to quickly grasp the concept on Market Risk Measurement. It is well organized in 16 chapters, beginning with a few chapters on financial risk management in banking, including a review on the traditional Asset/ Liability Management. The review on Mathematical and statistical techniques is very well described. The authors also explained the analysis of pricing financial assets, including Fixed-income, equity, and derivative. Finally, they show the common methodologies to calculate VaR-Parametric, Historical Simulation and Monte Carlo Simulation.

Book Description

Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage-backed securities derivative portfolio. This book includes information on measuring yield curve risk, swaps and exchange-traded options, TC options and related products, and describes how to measure and control the interest rate of risk of a bond portfolio or trading position.

Measuring and Controlling Interest Rate and Credit Risk is a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position, defining key points in the process of risk management as related to financial situations. The authors construct a verbal flow chart, defining and illustrating interest rate risk and credit risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses. Hedging instruments discussed include futures contracts, interest rate swaps, exchange traded options, OTC options, and credit derivatives. The text includes calculated examples and readers will learn how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position. They will discover value at risk approaches, valuation, probability distributions, yield volatility, futures, interest rate swaps, exchange traded funds; and find in-depth, up-to-date information on measuring interest rate with derivatives, quantifying the results of positions, and hedging.

Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale Universitys School of Management.

Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finance services in London.

Moorad Choudhry (Surrey, England) is a senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London, and is Editor of the Journal of Bond Trading and Management. He has authored a number of books on fixed income analysis and the capital markets. Moorad began his City career with ABN Amro Hoare Govett Sterling Bonds Limited, where he worked as a gilt-edged market maker, and Hambros Bank Limited where he was a sterling proprietary trader. He is currently a vice-president in Structured Finance Services with JPMorgan Chase Bank in London.

Average customer rating:

This book is great!

Measuring and Managing Derivative Market Risk
David Lawrence
Manufacturer: Intl Thomson Business Press
ProductGroup: Book
Binding: Hardcover

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ASIN: 1861520069

Book Description

Recent well-publicised losses on the derivatives markets have highlighted the need for a much closer understanding of the price risk involved, not just among the specialists but at all levels within financial institutions and end-user companies. This timely book sets out a clear, logical approach to the measurement of price risk positions using the techniques of factor sensitivity analysis and 'value at risk', illustrated with straightforward numerical examples. It will be an essential guide to a key area of risk management.

Customer Reviews:

This book is great!.......2000-03-12

The author did a great job in putting mathematical concepts in simple language.

Risk Management and Analysis, Measuring and Modelling Financial Risk (Wiley Series in Financial Engineering)

Average customer rating:

Good Coverage
Financial Models Using Simulation and Optimaization

Risk Management and Analysis, Measuring and Modelling Financial Risk (Wiley Series in Financial Engineering)

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ASIN: 0471979570

Book Description

Risk Management and Analysis Volume 1 Measuring and Modelling Financial Risk Edited by Carol Alexander In the two years since the publication of The Handbook of Risk Management and Analysis interest and the practice of management, modelling and control of financial risks has grown enormously. The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains. Measuring and Modelling Financial Risk has been structured in four parts: the first three chapters survey standard approaches to measuring and modelling financial risk from the risk manager perspective, Chapters 4 and 5 are aimed primarily at quantitative risk analysts whose job it is to put the systems in place. Chapters 6 and 7 discuss important issues in IT and systems design, and the last two chapters cover pricing and risk management of credit-risky products. Leading figures in the field contribute: Michel Crouhy, Dan Galai and Robert Mark, Stan Beckers, Thomas Wilson, Mark Broadie and Paul Glasserman, Nigel Webb, Ron Dembo, Robert Jarrow and Stuart Turnbull, and Lee Wakeman. "Risk management is becoming an increasingly important activity for financial institutions, fund managers, and corporate treasurers. It used to be the case that the brightest 'quants' were used to design and value ever-more-exotic derivatives. Now increasingly they are finding that their talents can best be put to work in risk management. In this volume Carol Alexander has gathered together nine articles concerned with different aspects of risk management and analysis. The topics covered include the regulatory framework, volatility and correlation models, value at risk, and credit risk. The book will provide a valuable source of reference material for both market participants and students." John Hull, August 1998

Customer Reviews:

Good Coverage.......2000-03-24

This book covers the topic very well. It is clear and concise. Useful for anyone who wants an overview of risk management concepts. But if you are like me who understands better with lots of numbers and examples, this is not it.

Financial Models Using Simulation and Optimaization.......1999-12-17

A good book to tell you methodical risk analysis in the area of fincance and marketing. If more interpretaions of analysis results written there, I would have rated it as "5" stars.

Inside the Minds: The Business of Lending: Leading CEOs on Understanding the Market, Measuring Customer Risk, and Selling the Product (Inside the Minds)

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Inside the Minds: The Business of Lending: Leading CEOs on Understanding the Market, Measuring Customer Risk, and Selling the Product (Inside the Minds)
Aspatore Books Staff
Manufacturer: Aspatore Books
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Binding: Paperback

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Product Description

The Business of Lending is an authoritative, insiders perspective on the complex issues surrounding the lending industry today, including the specialty fields of agricultural and student lending. Featuring CEOs and Presidents representing some of the nations top lending institutions, this book provides a broad, yet comprehensive overview of the major players in the industry, including their roles and types of products offered. From understanding the importance of hiring and customer service to using technology as a tool to increase profits, these authors explain the lending industry from start to finish with information useful to both consumers and those working in the industry. The different niches presented and the breadth of perspectives represented by these outstanding authors enable readers to get inside some of the great minds of today, as experts offer up their strategies for success in an increasingly regulated industry. For understanding this dynamic and ever-evolving industry, The Business of Lending is truly an indispensable resource. Chapters Include: 1. William J. Lipinski, Chief Executive Officer, First Pioneer Farm Credit, "The Past, Present, and Future of Agricultural Lending" 2. Robert D. Glendon, President, Priority Leasing, "Learning to Grow and Adapt for the Right Reasons" 3. Andrew Murstein, President, Medallion Financial Corp., "In Niches, There are Riches" 4. Douglas H. Dolton, President and Chief Executive Officer, Chela Education Financing, "A View from the Student Lending Industry" 5. Timothy J. Connolly, Chief Executive Officer, Emerge Capital Corp./Corporate Strategies Inc., "Accurately Assessing A Company's Potential" 6. John M. Robbins, Chief Executive Officer, American Mortgage Network, "Building the Foundation for the American Dream of Homeownership" 7. Miles M. Stuchin, Chief Executive Officer, Access Capital Inc., "Minds Over Money."

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Market profile: mercury analyzers.: An article from: Instrument Business Outlook

Manufacturer: Strategic Directions International Inc. (SDI)
ProductGroup: Book
Binding: Digital
ASIN: B00082Z9DI
Release Date: 2005-08-01

Book Description

This digital document is an article from Instrument Business Outlook, published by Strategic Directions International Inc. (SDI) on July 31, 2004. The length of the article is 501 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Market profile: mercury analyzers.
Publication: Instrument Business Outlook (Newsletter)
Date: July 31, 2004
Publisher: Strategic Directions International Inc. (SDI)
Volume: 13 Issue: 8 Page: 12(1)

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Measuring market risk in Norwegian financial institutions.: An article from: Economic Bulletin

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Measuring market risk in Norwegian financial institutions.: An article from: Economic Bulletin
Bjorne Dyre H. Syversten
Manufacturer: Lloyds Bank Plc.
ProductGroup: Book
Binding: Digital
ASIN: B0008EDXPW
Release Date: 2005-07-31

Book Description

This digital document is an article from Economic Bulletin, published by Lloyds Bank Plc. on October 1, 2003. The length of the article is 4617 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Measuring market risk in Norwegian financial institutions.
Author: Bjorne Dyre H. Syversten
Publication: Economic Bulletin (Refereed)
Date: October 1, 2003
Publisher: Lloyds Bank Plc.
Volume: 74 Issue: 3 Page: 102(6)

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The new risk revolution: a much broader approach to measuring mortgage risk holds great promise for lenders. Risk-behavior scoring can help assess the ... An article from: Mortgage Banking

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The new risk revolution: a much broader approach to measuring mortgage risk holds great promise for lenders. Risk-behavior scoring can help assess the ... An article from: Mortgage Banking
Mark Fleming
Manufacturer: Thomson Gale
ProductGroup: Book
Binding: Digital

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This digital document is an article from Mortgage Banking, published by Thomson Gale on March 1, 2007. The length of the article is 3807 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: The new risk revolution: a much broader approach to measuring mortgage risk holds great promise for lenders. Risk-behavior scoring can help assess the global risk of a mortgage transaction--including collateral, third-party and borrower-related risks.(Cover Report: Technology)
Author: Mark Fleming
Publication: Mortgage Banking (Magazine/Journal)
Date: March 1, 2007
Publisher: Thomson Gale
Volume: 67 Issue: 6 Page: 86(7)

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