chapter11- n y u stern schoolof business（chapter11 u - n y斯特恩学院业务）（24页）.docVIP

Chapter Eleven Credit Risk: Individual Loan Risk Chapter Outline Introduction Credit Quality Problems Types of Loans Commercial and Industrial Loans Real Estate Loans Individual (Consumer) Loans Other Loans The Return on a Loan The Contractually Promised Return on a Loan The Expected Return on a Loan Retail versus Wholesale Credit Decisions Retail Wholesale Measurement of Credit Risk Default Risk Models Qualitative Models Borrower-Specific Factors Market-Specific Factors Credit Scoring Models Newer Models of Credit Risk Measurement and Pricing Term Structure Derivation of Cre