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IFRS 9 and CECL Credit Risk Modelling and Validation

- A Practical Guide with Examples Worked in R and SAS
Af: Tiziano Bellini Engelsk Paperback

IFRS 9 and CECL Credit Risk Modelling and Validation

- A Practical Guide with Examples Worked in R and SAS
Af: Tiziano Bellini Engelsk Paperback
Tjek vores konkurrenters priser
IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management.
Tjek vores konkurrenters priser
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20 kr
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Tjek vores konkurrenters priser
IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management.
Produktdetaljer
Sprog: Engelsk
Sider: 316
ISBN-13: 9780128149409
Indbinding: Paperback
Udgave:
ISBN-10: 012814940X
Udg. Dato: 31 jan 2019
Længde: 16mm
Bredde: 192mm
Højde: 236mm
Forlag: Elsevier Science Publishing Co Inc
Oplagsdato: 31 jan 2019
Forfatter(e): Tiziano Bellini
Forfatter(e) Tiziano Bellini


Kategori Kredit og kreditinstitutioner


ISBN-13 9780128149409


Sprog Engelsk


Indbinding Paperback


Sider 316


Udgave


Længde 16mm


Bredde 192mm


Højde 236mm


Udg. Dato 31 jan 2019


Oplagsdato 31 jan 2019


Forlag Elsevier Science Publishing Co Inc

Kategori sammenhænge