Credit Risk Analytics (Paperback)

Harald Scheule

ISBN 10: 1977760864 / ISBN 13: 9781977760869

Published by Createspace Independent Publishing Platform, 2017

About this Item

Paperback. Credit risk analytics in R will enable you to build credit risk models from start to finish. Accessing real credit data via the accompanying website , you will master a wide range of applications, including building your own PD, LGD and EAD models as well as mastering industry challenges such as reject inference, low default portfolio risk modeling, model validation and stress testing. This book has been written as a companion to Baesens, B., Roesch, D. and Scheule, H., 2016. Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS. John Wiley & Sons. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Seller Inventory # 9781977760869

Bibliographic Details

• Title: Credit Risk Analytics (Paperback)
• Publisher: Createspace Independent Publishing Platform
• Publication Date: 2017
• Language: English
• ISBN 10: 1977760864
• ISBN 13: 9781977760869
• Binding: Paperback
• Condition: new

About this title

Synopsis

Credit risk analytics in R will enable you to build credit risk models from start to finish. Accessing real credit data via the accompanying website www.creditriskanalytics.net, you will master a wide range of applications, including building your own PD, LGD and EAD models as well as mastering industry challenges such as reject inference, low default portfolio risk modeling, model validation and stress testing. This book has been written as a companion to Baesens, B., Roesch, D. and Scheule, H., 2016. Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS. John Wiley & Sons.