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By Bart Baesens,Daniel Roesch,Harald Scheule
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Rs.7,02950 Rs.4,88344
Credit risk analytics is undoubtedly one of the most crucial players in the field of financial risk management. With the recent financial downturn and the regulatory changes introduced by the Basel accords, credit risk analytics has been attracting greater attention from the banking and finance industries worldwide. Now, risk professionals have an inclusive, targeted training guide to producing quality, standardized, and scalable in-house models for credit risk management.  Credit Risk Analytics  begins with a complete primer on SAS, including how to explicitly program and code the various data steps and models, extract information from data without having to rely on programming, compute basic statistics, and pre-process data. Whether you're building a model from scratch or validating an existing one, this single resource gives you all the insight and practical advice you need on such critical issues as regulatory requirements and stress-testing of credit risk models, including marginal loss given default (LGD) and exposure at default (EAD) models.
AuthorBart Baesens,Daniel Roesch,Harald Scheule BindingHardcover
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