Credit risk analytics measurement techniques, applications, and examples in SAS
Material type:
TextOriginal language: English Publisher: New Jersey ; WILEY ; 2018Description: 497 pISBN: 978-81-265-6702-7Subject(s): GestiónLOC classification: HG/3751/B34/2018
Contents:
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.
| Item type | Current location | Call number | Status | Date due | Barcode |
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Libros
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Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/3751/B34/2018 (Browse shelf) | Available | 00009780 |
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.
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