{"product_id":"credit-risk-analytics-measurement-techniques-applications-and-examples-in-sas-hardback-9781119143987","title":"Credit Risk Analytics; Measurement Techniques, Applications, and Examples in SAS (Hardback) 9781119143987","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eCredit Risk Analytics\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eMeasurement Techniques, Applications, and Examples in SAS\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eBart Baesens (Author), Daniel Roesch (Author), Harald Scheule (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781119143987, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 25 November 2016\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e512 pages\u003cbr\u003e23.9 x 18.5 x 3.3 cm, 1.179 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cb\u003eThe long-awaited, comprehensive guide to practical credit risk modeling\u003c\/b\u003e \u003cp\u003e\u003ci\u003eCredit Risk Analytics\u003c\/i\u003e provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. \u003c\/p\u003e\n\u003cp\u003eSAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate credit risk management models. \u003c\/p\u003e\n\u003cul\u003e \u003cli\u003eUnderstand the general concepts of credit risk management\u003c\/li\u003e \u003cli\u003eValidate and stress-test existing models\u003c\/li\u003e \u003cli\u003eAccess working examples based on both real and simulated data\u003c\/li\u003e \u003cli\u003eLearn useful code for implementing and validating models in SAS\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eDespite the high demand for in-house models, there is little comprehensive training available; practitioners are left to comb through piece-meal resources, executive training courses, and consultancies to cobble together the information they need. This book ends the search by providing a comprehensive, focused resource backed by expert guidance. \u003ci\u003eCredit Risk Analytics\u003c\/i\u003e is the reference every risk manager needs to streamline the modeling process.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eAcknowledgments xi\u003c\/p\u003e \u003cp\u003eAbout the Authors xiii\u003c\/p\u003e \u003cp\u003eChapter 1 Introduction to Credit Risk Analytics 1\u003c\/p\u003e \u003cp\u003eChapter 2 Introduction to SAS Software 17\u003c\/p\u003e \u003cp\u003eChapter 3 Exploratory Data Analysis 33\u003c\/p\u003e \u003cp\u003eChapter 4 Data Preprocessing for Credit Risk Modeling 57\u003c\/p\u003e \u003cp\u003eChapter 5 Credit Scoring 93\u003c\/p\u003e \u003cp\u003eChapter 6 Probabilities of Default (PD): Discrete-Time Hazard Models 137\u003c\/p\u003e \u003cp\u003eChapter 7 Probabilities of Default: Continuous-Time Hazard Models 179\u003c\/p\u003e \u003cp\u003eChapter 8 Low Default Portfolios 213\u003c\/p\u003e \u003cp\u003eChapter 9 Default Correlations and Credit Portfolio Risk 237\u003c\/p\u003e \u003cp\u003eChapter 10 Loss Given Default (LGD) and Recovery Rates 271\u003c\/p\u003e \u003cp\u003eChapter 11 Exposure at Default (EAD) and Adverse Selection 315\u003c\/p\u003e \u003cp\u003eChapter 12 Bayesian Methods for Credit Risk Modeling 351\u003c\/p\u003e \u003cp\u003eChapter 13 Model Validation 385\u003c\/p\u003e \u003cp\u003eChapter 14 Stress Testing 445\u003c\/p\u003e \u003cp\u003eChapter 15 Concluding Remarks 475\u003c\/p\u003e \u003cp\u003eIndex 481\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Finance \u0026amp; accounting [\u003ca title=\"See our other books on Finance \u0026amp; accounting\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20\u0026amp;%20accounting%20%5BKF%5D%22\"\u003eKF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52460671631640,"sku":"9781119143987","price":59.19,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781119143987.jpg?v=1785457703","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/credit-risk-analytics-measurement-techniques-applications-and-examples-in-sas-hardback-9781119143987","provider":"Freshly Printed Books","version":"1.0","type":"link"}