Developing, Validating and Using Internal Ratings

Methodologies and Case Studies

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Developing, Validating and Using Internal Ratings by Giacomo De Laurentis, Renato Maino, Luca Molteni, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Giacomo De Laurentis, Renato Maino, Luca Molteni ISBN: 9781119957645
Publisher: Wiley Publication: June 20, 2011
Imprint: Wiley Language: English
Author: Giacomo De Laurentis, Renato Maino, Luca Molteni
ISBN: 9781119957645
Publisher: Wiley
Publication: June 20, 2011
Imprint: Wiley
Language: English

This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers’ ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches to building and validating models for assigning counterpart ratings to small and medium enterprises are discussed, together with their implications on lending strategy.

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers’ ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches to building and validating models for assigning counterpart ratings to small and medium enterprises are discussed, together with their implications on lending strategy.

Key Features:

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.

More books from Wiley

Cover of the book Programming Multicore and Many-core Computing Systems by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book The Official Alibaba.com Success Guide by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book States and Social Movements by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book Non-Noble Metal Fuel Cell Catalysts by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book Statistics for Terrified Biologists by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book The PDMA Handbook of New Product Development by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book Behavioral Finance by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book From Memory to Written Record by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book Handbook of Battery Materials by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book The Blackwell Companion to the Bible in English Literature by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book Shell Shocked by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book America, Sea Power, and the World by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book Fundamentals of Performance Improvement by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book The New Rules of Management by Giacomo De Laurentis, Renato Maino, Luca Molteni
Cover of the book UNIX For Dummies by Giacomo De Laurentis, Renato Maino, Luca Molteni
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy