| 000 | 01639nam a22002415i 4500 | ||
|---|---|---|---|
| 999 |
_c37014 _d37014 |
||
| 010 | _a 2019932450 | ||
| 020 | _a9780128149409 | ||
| 082 | _a332.632 BE IF | ||
| 100 | 1 |
_aBellini, Tiziano _932855 |
|
| 245 | 1 | 0 |
_aIFRS 9 and CECL credit risk modelling and validation : _ba practical guide with examples worked in R and SAS _cTiziano Bellini |
| 260 |
_aSan Diego, CA : _bElsevier, _cc2019. |
||
| 300 |
_axvii, 298 p. : _bill. ; _c24 cm. |
||
| 520 | _aIFRS 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. | ||
| 650 |
_aIFRS _932856 |
||
| 650 |
_aInternational financial reporting standards _912926 |
||
| 650 |
_aBanks and banking _xAccounting _xStandards _935270 |
||
| 650 |
_aR (Computer program language) _92458 |
||
| 650 |
_aSAS (Computer program language) _935271 |
||
| 856 |
_uhttps://uowd.box.com/s/5gjkje3xpj9pb0o1rcb3xi5ct5s2vteq _zLocation Map |
||