Зарегистрироваться
Восстановить пароль
FAQ по входу

Brown I.L.J. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications

  • Файл формата pdf
  • размером 9,79 МБ
  • Добавлен пользователем
  • Описание отредактировано
Brown I.L.J. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications
SAS Institute Inc., 2014. — 174 p. — ISBN: 9781629594880
This book sets out to empower readers with both theoretical and practical skills for developing credit risk models for Probability of Default (PD), Loss Given Default (LGD) and Exposure At Default (EAD) models using SAS Enterprise Miner and SAS/STAT. From data pre-processing and sampling, through segmentation analysis and model building and onto reporting and validation, this text aims to explain through theory and
application how credit risk problems are formulated and solved.
  • Чтобы скачать этот файл зарегистрируйтесь и/или войдите на сайт используя форму сверху.
  • Регистрация

Смотри также

Подробнее

Allison P.D. Logistic Regression Using SAS: Theory and Application

  • pdf
SAS Institute, 2012. — 348 p. — 2nd ed. — ISBN: 1599946416, 9781599946412 If you are a researcher or student with experience in multiple linear regression and want to learn about logistic regression, Paul Allison's Logistic Regression Using SAS: Theory and Application, Second Edition, is for you! Informal and nontechnical, this book both explains the theory behind logistic...
  • 3,30 МБ
  • добавлен
  • описание отредактировано
Подробнее

Anderson R. The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision Automation

  • pdf
Oxford University Press, 2007. - 790 p. ISBN: 0199226407 Credit scoring aims to quantify the likelihood of a prospective borrower defaulting on payment over a specified period of time. The credit score is calculated using increasingly sophisticated statistical models, which vary considerably between individual cases. This clearly-written and comprehensive text covers the...
  • 43,08 МБ
  • добавлен
  • описание отредактировано
Подробнее

Baesens B., Roesch D., Scheule H. Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS

  • pdf
Wiley, 2016. — 512 p. — ISBN: 978-1119143987. 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...
  • 12,72 МБ
  • добавлен
  • описание отредактировано
Подробнее

Benzschawel T. Credit Risk Modelling: Facts, Theory and Applications

  • pdf
Risk Books, 2012. — 527 p. — ISBN: 9781906348588 The author, Terry Benzschawel, succeeds in breaking down credit risk modelling into something that is easy to understand. The book does three main things: Describe data, theory and applications regarding corporations and sovereign nations likelihoods of default. Explain how the market prices the risk of default and its associated...
  • 9,58 МБ
  • добавлен
  • описание отредактировано
Подробнее

Bluhm C., Overbeck L., Wagner C. An Introduction to Credit Risk Modeling

  • pdf
Chapman & Hall/CRC, 2003. — 285 p. The Basics of Credit Risk Management: Expected Loss; Unexpected Loss; Regulatory Capital and the Basel Initiative. Modeling Correlated Defaults: The Bernoulli Model; The Poisson Model; Bernoulli Versus Poisson Mixture; An Overview of Today’s Industry Models; One-Factor/Sector Models; Loss Distributions by Means of Copula Functions; Estimation...
  • 5,02 МБ
  • дата добавления неизвестна
  • описание отредактировано
Подробнее

Van Deventer D.R. et al. Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

  • pdf
Wiley, 2013. – 775 p. – ISBN: 1118278542, 9781118278543. Practical tools and advice for managing financial risk, updated for a post-crisis world. Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the...
  • 14,21 МБ
  • добавлен
  • описание отредактировано
Наверх