IFRS 9 and CECL credit risk modelling and validation : (Record no. 37014)
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LIBRARY OF CONGRESS CONTROL NUMBER | |
---|---|
LC control number | 2019932450 |
ISBN | |
International Standard Book Number | 9780128149409 |
DEWEY DECIMAL CLASSIFICATION NUMBER | |
Call number | 332.632 BE IF |
MAIN ENTRY--PERSONAL AUTHOR | |
Authors | Bellini, Tiziano |
TITLE STATEMENT | |
Title | IFRS 9 and CECL credit risk modelling and validation : |
Subtitle | a practical guide with examples worked in R and SAS |
Statement of responsibility, etc. | Tiziano Bellini |
PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | San Diego, CA : |
Publisher | Elsevier, |
Date | c2019. |
PHYSICAL DESCRIPTION | |
Extent | xvii, 298 p. : |
Other Details | ill. ; |
Size | 24 cm. |
SUMMARY | |
Summary | 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. |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Heading | IFRS |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Heading | International financial reporting standards |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Heading | Banks and banking |
General | Accounting |
-- | Standards |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Heading | R (Computer program language) |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Heading | SAS (Computer program language) |
ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="https://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq">https://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq</a> |
Public note | Location Map |
MAIN ENTRY--PERSONAL AUTHOR | |
-- | 32855 |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
-- | 32856 |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
-- | 12926 |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
-- | 35270 |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
-- | 2458 |
SUBJECT ADDED ENTRY--TOPICAL TERM | |
-- | 35271 |
Date last seen | Full call number | Barcode | Price effective from | Koha item type | Public note | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Withdrawn status | Permanent location | Current location | Shelving location | Date acquired | Source of acquisition |
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21/11/2019 | 332.632 BE IF | T0063739 | 21/11/2019 | REGULAR | Mar2020 | Dewey Decimal Classification | University of Wollongong in Dubai | University of Wollongong in Dubai | Main Collection | 29/01/2020 | Kinokuniya |