Credit risk analytics : (Record no. 210829)

MARC details
000 -LEADER
fixed length control field 04219nam a2200277Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20260216152639.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 210716s2018 xx 000 0 und d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788126567027
040 ## - CATALOGING SOURCE
Transcribing agency AIMIT LIBRARY
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 658.4038011
Edition number 1
Item number BAEB
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Baesens, Bart.
9 (RLIN) 255029
245 ## - TITLE STATEMENT
Title Credit risk analytics :
Remainder of title measurement techniques applications and examples in SAS /
Statement of responsibility, etc. By Bart Baesens, Daniel Rosch and Harald Scheule.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. New Delhi :
Name of publisher, distributor, etc. Wiley India Pvt Ltd ,
Date of publication, distribution, etc. 2018.
300 ## - PHYSICAL DESCRIPTION
Extent xiv,498p. ;
Other physical details PB
Dimensions 24.2 cm
500 ## - GENERAL NOTE
General note The long-awaited, comprehensive guide to practical credit risk modeling<br/>Credit Risk Analytics 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.<br/><br/>SAS 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.<br/><br/>Understand the general concepts of credit risk management<br/>Validate and stress-test existing models<br/>Access working examples based on both real and simulated data<br/>Learn useful code for implementing and validating models in SAS<br/>Despite 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. Credit Risk Analytics is the reference every risk manager needs to streamline the modeling process.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note Table of Contents<br/>Acknowledgments xi<br/><br/>About the Authors xiii<br/><br/>Chapter 1 Introduction to Credit Risk Analytics 1<br/><br/>Chapter 2 Introduction to SAS Software 17<br/><br/>Chapter 3 Exploratory Data Analysis 33<br/><br/>Chapter 4 Data Preprocessing for Credit Risk Modeling 57<br/><br/>Chapter 5 Credit Scoring 93<br/><br/>Chapter 6 Probabilities of Default (PD): Discrete-Time Hazard Models 137<br/><br/>Chapter 7 Probabilities of Default: Continuous-Time Hazard Models 179<br/><br/>Chapter 8 Low Default Portfolios 213<br/><br/>Chapter 9 Default Correlations and Credit Portfolio Risk 237<br/><br/>Chapter 10 Loss Given Default (LGD) and Recovery Rates 271<br/><br/>Chapter 11 Exposure at Default (EAD) and Adverse Selection 315<br/><br/>Chapter 12 Bayesian Methods for Credit Risk Modeling 351<br/><br/>Chapter 13 Model Validation 385<br/><br/>Chapter 14 Stress Testing 445<br/><br/>Chapter 15 Concluding Remarks 475<br/><br/>Index 481
Statement of responsibility About the Author<br/>BART BAESENS is a professor at KU Leuven (Belgium) and a lecturer at the University of Southampton (United Kingdom).<br/><br/>DANIEL RÖSCH is a professor in business and management and chair in statistics and risk management at the University of Regensburg (Germany).<br/><br/>HARALD SCHEULE is an associate professor of finance at the University of Technology Sydney (Australia) and a regional director of the Global Association of Risk Professionals.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Exploratory data analysis
9 (RLIN) 255030
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Low default portfolios
9 (RLIN) 255031
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Model validation
9 (RLIN) 255032
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Rosch, Daniel.
9 (RLIN) 255033
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Scheule, Harald.
9 (RLIN) 255034
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Book
Edition 1st
Call number prefix 658.4038011 BABE
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Cost, normal purchase price Inventory number Total Checkouts Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type Source of acquisition
    Dewey Decimal Classification     MBA St Aloysius Institute of Management & Information Technology St Aloysius Institute of Management & Information Technology Analytics 02/27/2019 999.00 Bill no:613; Bill dt:2019-02-25   658.4038011 BAEB MBA13397 05/23/2026 749.25 07/16/2021 Book  
    Dewey Decimal Classification     MBA St Aloysius Institute of Management & Information Technology St Aloysius Institute of Management & Information Technology Analytics 02/12/2019 999.00 Bill no:SKP4043;Bill dt:2026-2-2   658.4038011 BAEB MBA15237 05/23/2026 749.25 02/16/2026 Book SK Publishers & Distributors