IFRS 9 and CECL Credit Risk Modelling and Validation

  • Author : Tiziano Bellini
  • Publsiher : Academic Press
  • Release : 15 January 2019
  • ISBN : 9780128149416
  • Page : 316 pages
  • Rating : 4/5 from 21 voters

Download or read online book entitled IFRS 9 and CECL Credit Risk Modelling and Validation written by Tiziano Bellini and published by Academic Press. This book was released on 15 January 2019 with total page 316 pages. Available in PDF, EPUB and Kindle. Get best books that you want by click Get Book Button and Read as many books as you like. Book Excerpt : 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. Offers a broad survey that explains which models work best for mortgage, small business, cards, commercial real estate, commercial loans and other credit products Concentrates on specific aspects of the modelling process by focusing on lifetime estimates Provides an hands-on approach to enable readers to perform model development, validation and audit of credit risk models

IFRS 9 and CECL Credit Risk Modelling and Validation

IFRS 9 and CECL Credit Risk Modelling and Validation
Author: Tiziano Bellini
Publisher: Academic Press
Relase: 2019-01-15
ISBN: 9780128149416
GET BOOK

Deep Credit Risk

Deep Credit Risk
Author: Harald Scheule,Daniel Rösch
Publisher: Unknown
Relase: 2020-06-24
ISBN: 9798617590199
GET BOOK

Intelligent Credit Scoring

Intelligent Credit Scoring
Author: Naeem Siddiqi
Publisher: John Wiley & Sons
Relase: 2017-01-10
ISBN: 9781119279150
GET BOOK