IFRS 9 and CECL credit risk modelling and validation : (Record no. 37014)

MARC details
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
Holdings
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
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