Measurement Techniques, Applications, and Examples in SAS Baesens, Bart Primary Author Rosch, Daniel Primary Author Scheule, Harald Primary Author mixed material bibliography New Jersey Wiley 2016 monographic en English

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498p 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. Bank Credit Perbankan 332.19781119143987 Podomoro University Digital Library 332.1 Bae c 2017.05.1977 My Library 332.1 Bae c 2017.05.1978 My Library 332.1 Bae c Credit_risk.jpg.jpg 1766 2017-05-12 09:39:29 2017-05-12 09:40:44 machine generated