عنوان
پدید آورنده
موضوع
رده
HG6024.A3
HG6024
.
A3
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0128149418
(Number (ISBN
9780128149416
Erroneous ISBN
9780128149409
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
IFRS 9 and CECL credit risk modelling and validation :
General Material Designation
[Book]
Other Title Information
a practical guide with examples worked in R and SAS /
First Statement of Responsibility
Tiziano Bellini.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
London, United Kingdom :
Name of Publisher, Distributor, etc.
Academic Press,
Date of Publication, Distribution, etc.
[2019]
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Ingram Content Group
Stock Number
9780128149416
TOPICAL NAME USED AS SUBJECT
Credit derivatives-- Mathematical models.
R (Computer program language)
Risk management-- Mathematical models.
SAS (Computer program language)
BUSINESS & ECONOMICS / Finance.
R (Computer program language)
Risk management-- Mathematical models.
SAS (Computer program language)
(SUBJECT CATEGORY (Provisional
BUS-- 027000
KJC
KJQ
KJU
LND
LNP
DEWEY DECIMAL CLASSIFICATION
Number
332
.
63/2
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
.
A3
PERSONAL NAME - PRIMARY RESPONSIBILITY
Bellini, Tiziano
ORIGINATING SOURCE
Date of Transaction
20200822085209.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
