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IFRS 9 and CECL credit risk modelling and validation : a practical guide with examples worked in R and SAS /

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"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....

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Bibliographic Details
Main Author: Bellini, Tiziano (Author)
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: London, United Kingdom : Academic Press, [2019]
Subjects:
Derivative securities > Mathematical models.
Credit derivatives > Mathematical models.
Risk management > Mathematical models.
R (Computer program language)
SAS (Computer program language)
Instruments dérivés (Finances) > Modèles mathématiques.
Instruments dérivés de crédit > Modèles mathématiques.
Gestion du risque > Modèles mathématiques.
R (Langage de programmation)
SAS (Langage de programmation)
BUSINESS & ECONOMICS > Finance.
Derivative securities > Mathematical models
Risk management > Mathematical models
Electronic books.
Online Access:Connect to the full text of this electronic book
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