公平放贷：信贷风险管理Fair Lending Compliance : Intelligence and Implications for Credit Risk Management 下载 网盘 txt 地址 rtf kindle docx pdf

　　Praise for

Fair Lending ComplianceIntelligence and Implications for Credit Risk Management

"Brilliant and informative. An in-depth look at innovative approaches to credit risk management written by industry practitioners. This publication will serve as an essential reference text for those who wish to make credit accessible to underserved consumers. It is comprehensive and clearly written."

—The Honorable Rodney E. Hood

"Abrahams and Zhang's timely treatise is a must-read for all those interested in the critical role of credit in the economy. They ably explore the intersection of credit access and credit risk, suggesting a hybrid approach of human judgment and computer models as the necessary path to balanced and fair lending. In an environment of rapidly changing consumer demographics, as well as regulatory reform initiatives, this book suggests new analytical models by which to provide credit to ensure compliance and to manage enterprise risk."

—Frank A. Hirsch Jr., Nelson Mullins Riley & Scarborough LLP Financial Services Attorney and former general counsel for Centura Banks, Inc.

"This book tackles head on the market failures that our current risk management systems need to address. Not only do Abrahams and Zhang adeptly articulate why we can and should improve our systems, they provide the analytic evidence, and the steps toward implementations. Fair Lending Compliance fills a much-needed gap in the field. If implemented systematically, this thought leadership will lead to improvements in fair lending practices for all Americans."

—Alyssa Stewart Lee, Deputy Director, Urban Markets Initiative The Brookings Institution

"[Fair Lending Compliance]...provides a unique blend of qualitative and quantitative guidance to two kinds of financial institutions: those that just need a little help in staying on the right side of complex fair housing regulations; and those that aspire to industry leadership in profitably and responsibly serving the unmet credit needs of diverse businesses and consumers in America's emerging domestic markets."

—Michael A. Stegman, PhD, The John D. and Catherine T. MacArthur Foundation, Duncan MacRae '09 and Rebecca Kyle MacRae Professor of Public Policy Emeritus, University of North Carolina at Chapel Hill

Foreword

Preface

1 Credit Access and Credit Risk

　Enterprise Risk Management

　Laws and Regulations

　Changing Markets

　Prepare for the Challenges

　Return on Compliance

　Appendix 1A: Taxonomy of Enterprise Risks

　Appendix 1B: Making the Business Case

2 Methodology and Elements of Risk and Compliance Intelligence

　Role of Data in Fair Lending Compliance Intelligence

　Sampling

　Types of Statistical Analysis

　Compliance Self-Testing Strategy Matrix

　Credit Risk Management Self-Testing Strategy Matrix

　Matching Appropriate Statistical Methods to Regulatory Examination Factors

　Case for a Systematic Approach

　Summary

　Appendix 2A: FFIEC Fair Lending Examination Factors within Seven Broad Categories

3 Analytic Process Initiation

　Universal Performance Indicator

　Overall Framework

　Define Disparity

　Derive Indices

　Generate Universal Performance Indicator

　Performance Monitoring

　Summary

　Appendix 3A: UPI Application Example: Liquidity Risk Management

4 Loan Pricing Analysis

　Understanding Loan Pricing Models

　Systematic Pricing Analysis Process

　Overage/Underage Analysis

　Overage/Underage Monitoring Overview

　Summary

　Appendix 4A: Pricing Analysis for HMDA Data

　Appendix 4B: Pricing and Loan Terms Adjustments

　Appendix 4C: Overage/Underage Data Model (Restricted to Input Fields, by Category)

Appendix 4D: Detailed Overage/Underage Reporting

　Appendix 4E: Sample Size Determination

　Regression Analysis for Compliance Testing

　Traditional Main-Effects Regression Model Approach

　Dynamic Conditional Process

　DCP Modeling Framework

　DCP Application: A Simulation

　Summary

　Appendix 5A: Illustration of Bootstrap Estimation

6 Alternative Credit Risk Models

Credit Underwriting and Pricing

　Overview of Credit Risk Models

　Hybrid System Construction

　Hybrid System Maihtenance

　Hybrid Underwriting Models with Traditional Credit Information

　Hybrid Underwriting Models with Nontraditional Credit

　Information

　Hybrid Models and Override Analysis

　Summary

　Appendix 6A: Loan Underwriting with Credit Scoring

　Appendix 6B: Log-Linear and Logistic Regression Models

　Appendix 6C: Additional Examples of Hybrid Models with Traditional Credit

　Information　

　Appendix 6D: General Override Monitoring Process

7 Multilayered Segmentation

　Segmentation Schemes Supporting Integrated Views

　Proposed Segmentation Approach

　Applications

　Summary

　Appendix 7A: Mathematical Underpinnings of BSM

　Appendix 7B: Data Element Examples for Dynamic Relationship Pricing Example

8 Model Validation

Index

　　Clark Abrahams is the Director for Fair Banking at SAS, where he leads business and product development. He has over thirty years of experience in the financial services industry, at corporations including Bank of Americaand Fair Isaac Corporation.

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Praise for Fair Lending ComplianceIntelligence and Implications for Credit Risk Management "Brilliant and informative. An in-depth look at innovative approaches to credit risk management written by industry practitioners. This publication will serve as an essential reference text for those who wish to make credit accessible to underserved consumers. It is comprehensive and clearly written." --The Honorable Rodney E. Hood "Abrahams and Zhang's timely treatise is a must-read for all those interested in the critical role of credit in the economy. They ably explore the intersection of credit access and credit risk, suggesting a hybrid approach of human judgment and computer models as the necessary path to balanced and fair lending. In an environment of rapidly changing consumer demographics, as well as regulatory reform initiatives, this book suggests new analytical models by which to provide credit to ensure compliance and to manage enterprise risk." --Frank A. Hirsch Jr., Nelson Mullins Riley & Scarborough LLP Financial Services Attorney and former general counsel for Centura Banks, Inc. "This book tackles head on the market failures that our current risk management systems need to address. Not only do Abrahams and Zhang adeptly articulate why we can and should improve our systems, they provide the analytic evidence, and the steps toward implementations. Fair Lending Compliance fills a much-needed gap in the field. If implemented systematically, this thought leadership will lead to improvements in fair lending practices for all Americans." --Alyssa Stewart Lee, Deputy Director, Urban Markets Initiative The Brookings Institution "[Fair Lending Compliance]...provides a unique blend of qualitative and quantitative guidance to two kinds of financial institutions: those that just need a little help in staying on the right side of complex fair housing regulations; and those that aspire to industry leadership in profitably and responsibly serving the unmet credit needs of diverse businesses and consumers in America's emerging domestic markets." --Michael A. Stegman, PhD, The John D. and Catherine T. MacArthur Foundation, Duncan MacRae '09 and Rebecca Kyle MacRae Professor of Public Policy Emeritus, University of North Carolina at Chapel Hill