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Books > Business & Economics > Economics > Econometrics

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IFRS 9 and CECL Credit Risk Modelling and Validation - A Practical Guide with Examples Worked in R and SAS (Paperback) Loot Price: R2,241

Discovery Miles 22 410

Repayment Terms: R210 pm x 12*

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IFRS 9 and CECL Credit Risk Modelling and Validation - A Practical Guide with Examples Worked in R and SAS (Paperback): Tiziano...

IFRS 9 and CECL Credit Risk Modelling and Validation - A Practical Guide with Examples Worked in R and SAS (Paperback)

Tiziano Bellini

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Loot Price R2,241 Discovery Miles 22 410 | Repayment Terms: R210 pm x 12*

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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.

General

Imprint:	Academic Press Inc
Country of origin:	United States
Release date:	2019
First published:	2019
Authors:	Tiziano Bellini
Dimensions:	229 x 152 x 16mm (L x W x T)
Format:	Paperback
Pages:	316
ISBN-13:	978-0-12-814940-9
Categories:	Books > Business & Economics > Business & management > Business strategy Books > Business & Economics > Economics > Econometrics > General Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions Books > Business & Economics > Business & management > Business mathematics & systems > General Books > Money & Finance > Credit & credit institutions Promotions
LSN:	0-12-814940-X
Barcode:	9780128149409