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 ...
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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.
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Add this copy of Ifrs 9 and Cecl Credit Risk Modelling and Validation: a to cart. $71.40, fair condition, Sold by Goodbooks rated 4.0 out of 5 stars, ships from Tontitown, AR, UNITED STATES, published 2019 by Academic Press.
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Add this copy of IFRS 9 and CECL Credit Risk Modelling and Validation: A to cart. $98.61, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2019 by Academic Press Inc.
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Add this copy of Ifrs 9 and Cecl Credit Risk Modelling and Validation to cart. $98.62, new condition, Sold by Paperbackshop rated 4.0 out of 5 stars, ships from Bensenville, IL, UNITED STATES, published 2019 by Elsevier Science.
