Developing, Validating and Using Internal Ratings: Methodologies and Case Studies - Image 1

£70.99

Wiley Developing, Validating and Using Internal Ratings: Methodologies and Case Studies

Name: Developing, Validating and Using Internal Ratings: Methodologies and Case Studies
Brand: Wiley
Price: 70.99 GBP
Availability: InStock

Management Science

This is the usual price. Wait for it to drop, or tell us your number.

£71 today · usual range £0–£0 · best ever £65

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 639 days • 639 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 639 days • 4 price levels

Days at Price

Current Price

Price Analysis

Most common price: £72 (332 days, 52.0%)

Price range: £65 - £72

Price levels: 4 different prices over 639 days

Description

This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers’ ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches to building and validating models for assigning counterpart ratings to small and medium enterprises are discussed, together with their implications on lending strategy. Key Features: Presents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and statistical bases. Discusses available methodologies to build, validate and use internal rate models. Demonstrates how to use statistical packages for building statistical-based credit rating systems. Evaluates sources of model risks and strategic risks when using statistical-based rating systems in lending. This book will prove to be of great value to bank managers, credit and loan officers, quantitative analysts and advanced students on credit risk management courses.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0470711493
Category: Books > Subjects > Business, Finance & Law > Management > Management Science
Domain: Amazon UK
Release Date: 24 September 2010
Listed Since: 09 March 2010

Barcode

No barcode data available

Wiley Developing, Validating and Using Internal Ratings: Methodologies and Case Studies

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Credit Intelligence & Modelling: Many Paths through the Forest of Credit Rating and Scoring

The Governance of Credit Rating Agencies: Regulatory Regimes and Liability Issues (Elgar Financial Law and Practice series)

The Practice of Lending: A Guide to Credit Analysis and Credit Risk

Practical Credit Risk and Capital Modeling, and Validation: CECL, Basel Capital, CCAR, and Credit Scoring with Examples (Management for Professionals)

Practical Credit Risk and Capital Modeling, and Validation: CECL, Basel Capital, CCAR, and Credit Scoring with Examples (Management for Professionals)

Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS (Wiley and SAS Business Series)

Credit Risk Analytics: The R Companion

Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms: 528 (Wiley Finance)

Regulation and the Credit Rating Agencies: Restraining Ancillary Services (Routledge Research in Corporate Law)

Analytical Techniques in the Assessment of Credit Risk: An Overview of Methodologies and Applications (EURO Advanced Tutorials on Operational Research)

Kreditrisikomessung: Statistische Grundlagen, Methoden und Modellierung

Credit Risk Scorecards: Development and Implementation Using SAS

A Modern Credit Rating Agency: The Story of Moody’s (Routledge Studies in Corporate Governance)

Routledge Credit Rating Governance: Global Credit Gatekeepers

ADVANCED CREDIT RISK MANAGEMENT IN THE BANKING INDUSTRY: MANAGING CREDIT RISK IN THE FINANCIAL SERVICE INDUSTRY

Deep Credit Risk: Machine Learning in R

Credit Risk Management and Analysis

Credit Risk Management: Pricing, Measurement, and Modeling

Credit Scoring and Its Applications (Mathematics In Industry)

Managing Portfolio Credit Risk in Banks

Machine Learning and Artificial Intelligence for Credit Risk Analytics: A Practical Guide with Examples Worked in Python and R (The Wiley Finance Series)

Unlocking SME Finance in Asia: Roles of Credit Rating and Credit Guarantee Schemes (Routledge Studies in Development Economics)

Measuring and Managing Credit Risk: Quantitative Approaches for Default Risk/Data Analysis and Models for Loss Distrubutions/Unique Strategies for ... (PROFESSIONAL FINANCE & INVESTM)

Credit Risk Management: How to Avoid Lending Disasters and Maximize Earnings (PROFESSIONAL FINANCE & INVESTM)