TY  - BOOK
AU  - Baesens, Bart
TI  - Credit risk analytics measurement techniques, applications, and examples in SAS
SN  - 978-81-265-6702-7
AV  - HG/3751/B34/2018 
CY  - New Jersey
KW  - Gestión
N1  - 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
ER  -