IFRS 9 and CECL credit risk modelling and validation : a practical guide with examples worked in R and SAS /: a practical guide with examples worked in R and SAS. ([2019])

• Record Type: Book
• Further Information: Note: Tiziano Bellini.
• Authors: Bellini, Tiziano
• Contents: 1. Introduction to Expected Credit Loss Modelling and Validation; 2. One-Year PDs; 3. Lifetime PDs 1; 4. LGD Modelling; 5. Prepayments, Competing Risks and EAD Modelling; 6. Scenario Analysis and Expected Credit Losses
• Publisher Details: London, United Kingdom : Academic Press
• Publication Date: 2019
• Extent: 1 online resource
• Subjects: 332.63/2; Credit derivatives -- Mathematical models; Risk management -- Mathematical models; R (Computer program language); SAS (Computer program language); BUSINESS & ECONOMICS / Finance; Electronic books
• Languages: English
• ISBNs: 9780128149416; 0128149418
• Related ISBNs: 9780128149409
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed January 28, 2019).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.