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Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions
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Credit Risk Analytics - Measurement Techniques, Applications, and Examples in SAS (Hardcover)
Loot Price: R2,051
Discovery Miles 20 510
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Credit Risk Analytics - Measurement Techniques, Applications, and Examples in SAS (Hardcover)
Expected to ship within 12 - 19 working days
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The long-awaited, comprehensive guide to practical credit risk
modeling Credit Risk Analytics provides a targeted training guide
for risk managers looking to efficiently build or validate in-house
models for credit risk management. Combining theory with practice,
this book walks you through the fundamentals of credit risk
management and shows you how to implement these concepts using the
SAS credit risk management program, with helpful code provided.
Coverage includes data analysis and preprocessing, credit scoring;
PD and LGD estimation and forecasting, low default portfolios,
correlation modeling and estimation, validation, implementation of
prudential regulation, stress testing of existing modeling
concepts, and more, to provide a one-stop tutorial and reference
for credit risk analytics. The companion website offers examples of
both real and simulated credit portfolio data to help you more
easily implement the concepts discussed, and the expert author team
provides practical insight on this real-world intersection of
finance, statistics, and analytics. SAS is the preferred software
for credit risk modeling due to its functionality and ability to
process large amounts of data. This book shows you how to exploit
the capabilities of this high-powered package to create clean,
accurate credit risk management models. * Understand the general
concepts of credit risk management * Validate and stress-test
existing models * Access working examples based on both real and
simulated data * Learn useful code for implementing and validating
models in SAS Despite the high demand for in-house models, there is
little comprehensive training available; practitioners are left to
comb through piece-meal resources, executive training courses, and
consultancies to cobble together the information they need. This
book ends the search by providing a comprehensive, focused resource
backed by expert guidance. Credit Risk Analytics is the reference
every risk manager needs to streamline the modeling process.
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