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: 93.4 EUR
Availability: InStock

Autor: De Laurentis

Jazyk:

Väzba: Pevná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: Skladom u dodávateľa

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93.40 €

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

Informácie o knihe

Autor

De Laurentis

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2010

Stránok

334

EAN

9780470711491

ISBN

0470711493

Enbook ID

04380163

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

626

Rozmery

162 x 237 x 23

Kompletný popis

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

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