IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS Tiziano Bellini Academic Press Inc

Κωδικός: 740457

Περιγραφή για IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS Tiziano Bellini Academic Press Inc

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. Σελίδες: 316, Διαστάσεις: 19.1x19.1cm

Αγορά IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS Tiziano Bellini Academic Press Inc

Επισκέψου το κατάστημα Book Odyssey για να δεις περισσότερες λεπτομέρειες και φωτογραφίες για το IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS Tiziano Bellini Academic Press Inc. Για αγορά του IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS Tiziano Bellini Academic Press Inc πρέπει να επισκεφτείς το κατάστημα Book Odyssey.