rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: IFRS 9 and CECL credit risk modelling and validation
    sub title: a practical guide with examples worked in R and SAS
  name:
    name part: Bellini, Tiziano
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: ScienceDirect (Online service)
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: enk
    date issued: 2019
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xvii, 298 pages) : illustrations
  abstract: "IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management."--Publisher's description
  table of contents: Introduction to expected credit loss modelling and validation -- One-year PD -- Lifetime PD -- LGD modelling -- Prepayments, competing risks and EAD modelling -- Scenario analysis and expected credit losses.
  note: Tiziano Bellini.
  note: Includes bibliographical references and index.
  subject:
    topic: Derivative securities
    topic: Mathematical models
  subject:
    topic: Credit derivatives
    topic: Mathematical models
  subject:
    topic: Risk management
    topic: Mathematical models
  subject:
    topic: R (Computer program language)
  subject:
    topic: SAS (Computer program language)
  subject:
    topic: Instruments dérivés (Finances)
    topic: Modèles mathématiques
  subject:
    topic: Instruments dérivés de crédit
    topic: Modèles mathématiques
  subject:
    topic: Gestion du risque
    topic: Modèles mathématiques
  subject:
    topic: R (Langage de programmation)
  subject:
    topic: SAS (Langage de programmation)
  subject:
    topic: BUSINESS & ECONOMICS
    topic: Finance
  subject:
    topic: Derivative securities
    topic: Mathematical models
  subject:
    topic: R (Computer program language)
  subject:
    topic: Risk management
    topic: Mathematical models
  subject:
    topic: SAS (Computer program language)
  classification: HG6024.A3
  classification: 332.63/2
  related item:
    identifier: (OCoLC)1103600925
  identifier: 9780128149416
  identifier: 0128149418
  identifier: 012814940X
  identifier: 9780128149409
  identifier: 9780128149416 Ingram Content Group
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: N$T
    record creation date: 190117
    record change date: 20260327154430.2
    record identifier: in00005764417
    language of cataloging:
      language term: eng