Picture 1 of 2
Stock photo
Picture 1 of 2
Stock photo
IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS by Tiziano Bellini (Paperback, 2019)
loveourprices2 (118083)
96.2% positive Feedback
Price:
£64.60
Free postage
Returns:
60 days return. Buyer pays for return postage. If you use an eBay delivery label, it will be deducted from your refund amount.
Condition:
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.
- Buy it nowIfrs 9 and Cecl Credit Risk Modelling and Validation: A Practical Guide with
Oops! Looks like we're having trouble connecting to our server.
Refresh your browser window to try again.
About this product
Product Information
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.Product Identifiers
PublisherElsevier Science Publishing Co INC International Concepts
ISBN-139780128149409
eBay Product ID (ePID)27046567910
Product Key Features
Number of Pages316 Pages
Publication NameIFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS
LanguageEnglish
SubjectEconomics, Finance, Business
Publication Year2019
TypeTextbook
AuthorTiziano Bellini
FormatPaperback
Dimensions
Item Height229 mm
Item Weight630 g
Item Width152 mm
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorTiziano Bellini
All listings for this product
Be the first to write a review
