Credit risk analytics: measurement techniques, applications, and examples in SAS (Record no. 207235)

000 -LEADER
fixed length control field 02973aam a2200241 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 171013b2016 xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788126567027
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.102855
Item number B2C7
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Baesens, Bart
9 (RLIN) 349894
245 ## - TITLE STATEMENT
Title Credit risk analytics: measurement techniques, applications, and examples in SAS
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Wiley
Date of publication, distribution, etc 2017
Place of publication, distribution, etc New Delhi
300 ## - PHYSICAL DESCRIPTION
Extent xiv, 498 p.
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Wiley & SAS Business Series
9 (RLIN) 349895
520 ## - SUMMARY, ETC.
Summary, etc 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. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate credit risk management models.

Understand the general concepts of credit risk management
Validate and stress-test existing models
Access working examples based on both real and simulated data
Learn useful code for implementing and validating models in SAS

Despite the high demand for in-house models, there is little comprehensive training available; practitioners are left to comb through piece-meal resources, executive training courses, and consultancies to cobble together the information they need. This book ends the search by providing a comprehensive, focused resource backed by expert guidance. Credit Risk Analytics is the reference every risk manager needs to streamline the modeling process.


http://as.wiley.com/WileyCDA/WileyTitle/productCd-1119143985.html
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management - data processing
9 (RLIN) 349896
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Business and economics - Finance
9 (RLIN) 349897
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element SAS - Computer file
9 (RLIN) 349898
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Bank loans - data processing
9 (RLIN) 349899
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Credit - Management - data processing
9 (RLIN) 349900
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Roesch, Daniel
Relator term Co-author
9 (RLIN) 349901
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Scheule, Harald
Relator term Co-author
9 (RLIN) 349902
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Item location Full call number Barcode Date last seen Cost, replacement price Koha item type
          Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library   2017-10-17 13 799.20 Slot 627 (0 Floor, West Wing) 332.102855 B2C7 195335 2017-10-17 999.00 Books

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