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Developing, Validating and Using Internal Ratings: Methodologies and Case Studies,New
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This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statisticalbased models for borrowers ratings, using SPSSPASW 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 statisticalbased credit rating systems. Evaluates sources of model risks and strategic risks when using statisticalbased 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.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.
For more information, please visit www.P65Warnings.ca.gov.