Developing, Validating and Using Internal Ratings - Methodologies and Case Studies

Name: Developing, Validating and Using Internal Ratings - Methodologies and Case Studies
Brand: John Wiley & Sons Inc
SKU: 9780470711491
Price: 98.8 EUR
Availability: InStock

Автор: De Laurentis

Език:

Корици: С твърди корици

Издател: John Wiley & Sons Inc

Наличност: Външен склад

Изпращаме след 10-18 дни

98.80 € 193.24 лв

This book provides a thorough analysis of internal rating systems. Two case studies are devoted to b...

Информация за книгата

Автор

De Laurentis

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2010

страници

334

EAN

9780470711491

ISBN

0470711493

Enbook ID

04380163

Издател

John Wiley & Sons Inc

Теглоt

626

Размери

162 x 237 x 23

Пълно описание

This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers' ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches to building and validating models for assigning counterpart ratings to small and medium enterprises are discussed, together with their implications on lending strategy. Key Features: * Presents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and statistical bases. * Discusses available methodologies to build, validate and use internal rate models. * Demonstrates how to use statistical packages for building statistical-based credit rating systems. * Evaluates sources of model risks and strategic risks when using statistical-based rating systems in lending. This book will prove to be of great value to bank managers, credit and loan officers, quantitative analysts and advanced students on credit risk management courses.

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Developing, Validating and Using Internal Ratings - Methodologies and Case Studies

Информация за книгата

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