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Developing, Validating and Using Internal Ratings: Methodologies and Case Studies
Giacomo de Laurentis
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Description for Developing, Validating and Using Internal Ratings: Methodologies and Case Studies
Hardcover. *Introduces statistical tools for credit risk analysis Num Pages: 334 pages, Illustrations. BIC Classification: KFFN; KJMV7; PB. Category: (P) Professional & Vocational. Dimension: 237 x 162 x 24. Weight in Grams: 628.
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.
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 ... Read more
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.
Show LessProduct Details
Format
Hardback
Publication date
2010
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
334
Condition
New
Number of Pages
344
Place of Publication
New York, United States
ISBN
9780470711491
SKU
V9780470711491
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Giacomo de Laurentis
GIACOMO DE LAURENTIS, Department of Finance and SDA Bocconi School of Management, Bocconi University, Italy. RENATO MAINO, Lecturer, Bocconi University and Turin University, Italy. LUCA MOLTENI, Department of Economics and SDA Bocconi School of Management, Bocconi University, Italy.
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