{"product_id":"credit-risk-analytics-9781119143987","title":"Credit Risk Analytics","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cb\u003eThe long-awaited, comprehensive guide to practical credit risk modeling\u003c\/b\u003e \u003cp\u003e\u003ci\u003eCredit Risk Analytics\u003c\/i\u003e provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eAcknowledgments xi\u003c\/p\u003e \u003cp\u003eAbout the Authors xiii\u003c\/p\u003e \u003cp\u003eChapter 1 Introduction to Credit Risk Analytics 1\u003c\/p\u003e \u003cp\u003eChapter 2 Introduction to SAS Software 17\u003c\/p\u003e \u003cp\u003eChapter 3 Exploratory Data Analysis 33\u003c\/p\u003e \u003cp\u003eChapter 4 Data Preprocessing for Credit Risk Modeling 57\u003c\/p\u003e \u003cp\u003eChapter 5 Credit Scoring 93\u003c\/p\u003e \u003cp\u003eChapter 6 Probabilities of Default (PD): Discrete-Time Hazard Models 137\u003c\/p\u003e \u003cp\u003eChapter 7 Probabilities of Default: Continuous-Time Hazard Models 179\u003c\/p\u003e \u003cp\u003eChapter 8 Low Default Portfolios 213\u003c\/p\u003e \u003cp\u003eChapter 9 Default Correlations and Credit Portfolio Risk 237\u003c\/p\u003e \u003cp\u003eChapter 10 Loss Given Default (LGD) and Recovery Rates 271\u003c\/p\u003e \u003cp\u003eChapter 11 Exposure at Default (EAD) and Adverse Selection 315\u003c\/p\u003e \u003cp\u003eChapter 12 Bayesian Methods for Credit Risk Modeling 351\u003c\/p\u003e \u003cp\u003eChapter 13 Model Validation 385\u003c\/p\u003e \u003cp\u003eChapter 14 Stress Testing 445\u003c\/p\u003e \u003cp\u003eChapter 15 Concluding Remarks 475\u003c\/p\u003e \u003cp\u003eIndex 481\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":48866387657047,"sku":"9781119143987","price":64.6,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781119143987.jpg?v=1722278410","url":"https:\/\/bookcurl.com\/products\/credit-risk-analytics-9781119143987","provider":"Book Curl","version":"1.0","type":"link"}