Developing, Validating and Using Internal Ratings : Methodologies and Case Studies
Language: English
Published by Wiley, 2010
- Hardcover
- New
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
AbeBooks seller since January 28, 2020
Condition: New
US$ 102.75
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- Title
- Developing, Validating and Using Internal Ratings : Methodologies and Case Studies
- Author
- De Laurentis, Giacomo; Maino, Renato; Molteni, Luca
- Publisher
- Wiley
- Publication year
- 2010
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470711493
- ISBN 13
- 9780470711491
Key Features:
- Presents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and statistical bases.
- Discusses available methodologies to build, validate and use internal rate models.
- Demonstrates how to use statistical packages for building statistical-based credit rating systems.
- Evaluates sources of model risks and strategic risks when using statistical-based rating systems in lending.
This book will prove to be of great value to bank managers, credit and loan officers, quantitative analysts and advanced students on credit risk management courses.
"Synopsis" may belong to another edition of this title.
About the Author
GIACOMO DE LAURENTIS, Department of Finance and SDA Bocconi School of Management, Bocconi University, Italy.
RENATO MAINO, Lecturer, Bocconi University and Turin University, Italy.
LUCA MOLTENI, Department of Economics and SDA Bocconi School of Management, Bocconi University, Italy.
"About the title" may belong to another edition of this title.
GreatBookPricesUK
Woodford Green, United Kingdom
AbeBooks seller since January 28, 2020
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