IFRS 9 and CECL Credit Risk Modelling and Validation / Tiziano Bellini

Public ISBD Titre : IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS Type de document : texte imprimé Auteurs : Tiziano Bellini, Auteur Editeur : Academic Press Année de publication : 2019 Autre Editeur : Elsevier Importance : 298 p. Présentation : ill., Fig, Graph. Format : 24 cm. ISBN/ISSN/EAN : 978-0-12-814940-9 Note générale : References 293 p. Index. Langues : Anglais Catégories : 6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risques Mots-clés : Credit risk  Pratical guide  IFRS  Risk management  Competing risk modelling Index. décimale : 658.155 Résumé : 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. IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS [texte imprimé] / Tiziano Bellini, Auteur . - London : Academic Press : London : Elsevier, 2019 . - 298 p. : ill., Fig, Graph. ; 24 cm. ISBN : 978-0-12-814940-9 References 293 p. Index. Langues : Anglais Catégories : 6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risques Mots-clés : Credit risk  Pratical guide  IFRS  Risk management  Competing risk modelling Index. décimale : 658.155 Résumé : 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.

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Code-barres	Cote	Support	Localisation	Section	Disponibilité
0900000718	658.155 BEL	Livre	Bibliothèque de l'IFID	Finances	Disponible

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