Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS

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Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS

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.

Statement of Responsibility

Author(s)

Baesens, Bart - Personal Name
Rosch, Daniel - Personal Name
Scheule, Harald - Personal Name

Edition

Call Number

332.1 Bae c

ISBN/ISSN

9781119143987

Subject(s)

Bank
Credit Perbankan

Classification

332.1

Series Title

GMD

Text

Language

English

Publisher

Wiley

Publishing Year

2016

Publishing Place

New Jersey

Collation

498p

Specific Detail Info

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