IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS

Language: English

Published by Elsevier Science Publishing Co Inc, 2019

012814940X / 9780128149409

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nach der Bestellung gedruckt Neuware - Printed after ordering - 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.

Title
IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS
Author
Tiziano Bellini
Publisher
Elsevier Science Publishing Co Inc
Publication year
2019
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
012814940X
ISBN 13
9780128149409
Item weight
664 grams
Dimensions
233x189x22 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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