Baesens, Bart
Credit risk analytics measurement techniques, applications, and examples in SAS - New Jersey WILEY 2018 - 497 p.
Contiene: 1. Introduction to credit risk analytics.- 2. Introduction to SAS software.- 3. Exploratory data analysis.- 4. Data preprocessing for credit risk modeling.- 5. Credit scoring.- 6. Probabilities of default.- 7. Probabilities of default : continuous - time hazard models.- 8. Low default portfolios.- 9. Default correlations and credit portfolio risk.- 10. Loss given default and recovery rates.- 11. Exposure at default and adverse selection.- 12. Bayesian methods for credit risk modeling.- 13. Model validation.- 14. Stress testing.- 15. Concluding remarks.
978-81-265-6702-7
Gestión
HG/3751/B34/2018
Credit risk analytics measurement techniques, applications, and examples in SAS - New Jersey WILEY 2018 - 497 p.
Contiene: 1. Introduction to credit risk analytics.- 2. Introduction to SAS software.- 3. Exploratory data analysis.- 4. Data preprocessing for credit risk modeling.- 5. Credit scoring.- 6. Probabilities of default.- 7. Probabilities of default : continuous - time hazard models.- 8. Low default portfolios.- 9. Default correlations and credit portfolio risk.- 10. Loss given default and recovery rates.- 11. Exposure at default and adverse selection.- 12. Bayesian methods for credit risk modeling.- 13. Model validation.- 14. Stress testing.- 15. Concluding remarks.
978-81-265-6702-7
Gestión
HG/3751/B34/2018