IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS Paperback / softback
by Tiziano (BlackRock Financial Market Advisory, London, UK) Bellini
Paperback / softback
- Information
Description
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.
Information
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In Stock - low on stock, only 1 copy remainingFree UK DeliveryEstimated delivery 2-3 working days
- Format:Paperback / softback
- Pages:316 pages
- Publisher:Elsevier Science Publishing Co Inc
- Publication Date:31/01/2019
- Category:
- ISBN:9780128149409
Information
-
In Stock - low on stock, only 1 copy remainingFree UK DeliveryEstimated delivery 2-3 working days
- Format:Paperback / softback
- Pages:316 pages
- Publisher:Elsevier Science Publishing Co Inc
- Publication Date:31/01/2019
- Category:
- ISBN:9780128149409