Developing, validating, and using internal ratings : methodologies and case studies /
This book looks at credit risk management, key concepts, measures and tools and focuses on possible approaches to rating, analysing and comparing expert judgment-based approaches, statistical based models and numerical tools. Two case studies are presented which focus on model building and validatio...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, NJ :
Wiley,
2010.
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| Series: | Wiley online library.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | This book looks at credit risk management, key concepts, measures and tools and focuses on possible approaches to rating, analysing and comparing expert judgment-based approaches, statistical based models and numerical tools. Two case studies are presented which focus on model building and validation. Model building is described in detail, and seeks to clarify the main issues concerned with model building, how to use statistical tools and interpret results. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xii, 324 pages) |
| Bibliography: | Includes bibliographical references (pages [315]-320) and index. |
| ISBN: | 0470971894 (electronic bk.) 0470971908 (online lib.) 9780470971895 (electronic bk.) 9780470971901 (online lib.) |
| DOI: | 10.1002/9780470971901 |