Can I read Credit Risk Analytics (Measurement Techniques, Applications, and Examples in SAS) on EtoBox?

Credit Risk Analytics (Measurement Techniques, Applications, and Examples in SAS) by Baesens, Bart; Rösch, Daniel; Scheule, Harald is a scholarly article available to read on EtoBox.

What is Credit Risk Analytics (Measurement Techniques, Applications, and Examples in SAS) about?

The long-awaited, comprehensive guide to practical credit risk modeling 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. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. SAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data. T

Author

Baesens, Bart; Rösch, Daniel; Scheule, Harald

Publisher

John Wiley & Sons, Incorporated

Published

2016

Language

EN

ISBN

9781119278344