img Leseprobe Leseprobe

Developing, Validating and Using Internal Ratings

Methodologies and Case Studies

Giacomo De Laurentis, Renato Maino, Luca Molteni, et al.

PDF
86,99 €
Amazon iTunes Thalia.de Weltbild.de Hugendubel Bücher.de ebook.de kobo Osiander Google Books Barnes&Noble bol.com Legimi yourbook.shop Kulturkaufhaus ebooks-center.de
* Affiliatelinks/Werbelinks
Hinweis: Affiliatelinks/Werbelinks
Links auf reinlesen.de sind sogenannte Affiliate-Links. Wenn du auf so einen Affiliate-Link klickst und über diesen Link einkaufst, bekommt reinlesen.de von dem betreffenden Online-Shop oder Anbieter eine Provision. Für dich verändert sich der Preis nicht.

John Wiley & Sons img Link Publisher

Naturwissenschaften, Medizin, Informatik, Technik / Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik

Beschreibung

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.

Weitere Titel von diesem Autor
Weitere Titel in dieser Kategorie
Cover Audit Analytics
Audit Analytics
J. Christopher Westland
90,94 €
Cover Computational Physiology
Computational Physiology
Kimberly J. McCabe
0,00 €
Cover The 2x2 Matrix
The 2x2 Matrix
A. J. Larner
85,59 €

Kundenbewertungen

Schlagwörter

Statistics, Statistics for Finance, Business & Economics, Wirtschaftsstatistik, Versicherungswesen u. Risikomanagement, Statistik, Finanz- u. Wirtschaftsstatistik, Insurance & Risk Management, Finance & Investments, Finanz- u. Anlagewesen