IFRS 9 and CECL Credit Risk Modelling and Validation
Language: English
Published by Elsevier Science Publishing Co Inc, US, 2019
- Softcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 103.85
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Add to basketItem description from seller
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.
Seller Inventory # LU-9780128149409
- Title
- IFRS 9 and CECL Credit Risk Modelling and Validation
- Author
- Tiziano Bellini
- Publisher
- Elsevier Science Publishing Co Inc, US
- Publication year
- 2019
- Condition
- New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 012814940X
- ISBN 13
- 9780128149409
- Item weight
- 630 grams
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.
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Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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