{"product_id":"credit-risk-analytics-measurement-techniques-applications-and-examples-in-sas-9781119143987","title":"Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS","description":"\u003cp\u003e • Author(s): Bart Baesens | Daniel Roesch | Harald Scheule\u003cbr\u003e • Publisher: Wiley\u003cbr\u003e • Publisher Imprint: John Wiley\u003cbr\u003e • BISAC: Finance - Financial Risk Management\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Inside Flap\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eCredit risk analytics is undoubtedly one of the most crucial players in the field of financial risk management. With the recent financial downturn and the regulatory changes introduced by the Basel accords, credit risk analytics has been attracting greater attention from the banking and finance industries worldwide. \u003c\/p\u003e\u003cp\u003eNow, risk professionals have an inclusive, targeted training guide to producing quality, standardized, and scalable in-house models for credit risk management. \u003ci\u003eCredit Risk Analytics\u003c\/i\u003e begins with a complete primer on SAS, including how to explicitly program and code the various data steps and models, extract information from data without having to rely on programming, compute basic statistics, and pre-process data. Whether you're building a model from scratch or validating an existing one, this single resource gives you all the insight and practical advice you need on such critical issues as regulatory requirements and stress-testing of credit risk models, including marginal loss given default (LGD) and exposure at default (EAD) models. \u003c\/p\u003e\u003cp\u003eA state-of-the-art companion website expedites real-world implementation with clarifying examples of both actual and simulated credit portfolio data, as well as added practical guidance from the author team. This expert resource enables you to: \u003c\/p\u003e\u003cul\u003e \u003cli\u003eMaster the critical probability of default parameter of risk management, including converting credit scores and other information into default probabilities using discrete-time and continuous-time hazard models\u003c\/li\u003e \u003cli\u003eEstimate default and asset correlations and create loss distributions using analytical methods and Monte Carlo simulation\u003c\/li\u003e \u003cli\u003eBuild on various models throughout the book with capstone modeling strategies, including Bayesian models\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eNo other solutions package provides the depth of coverage and level of expertise on aligning risk management theory with the latest code. Keep \u003ci\u003eCredit Risk Analytics\u003c\/i\u003e at your fingertips for everything you need to analyze credit risk of loans and loan portfolios in the commercial banking industry.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eTHE FIRST COMPREHENSIVE GUIDE TO PRACTICAL CREDIT RISK MODELING \u003c\/p\u003e\u003cp\u003eRisk managers who want to stay competitive in today's marketplace need\u003ci\u003e Credit Risk Analytics\u003c\/i\u003e to streamline their modeling processes. Despite the high demand for in-house models, this pioneering guidebook is the only complete, focused resource of expert guidance on building and validating accurate, state-of-the-art credit risk management models. Written by a proven author team with international experience, this hands-on road map takes you from the fundamentals of credit risk management to implementing proven strategies in a real-world environment using SAS\u003csup\u003e(R)\u003c\/sup\u003e software. With the same dependability, clarity, and commitment to excellence books in the Wiley and SAS Business Series are known for, this latest addition enables you to: \u003c\/p\u003e\u003cul\u003e \u003cli\u003eExercise proficiency in credit risk management, from applied theory to various real-life case studies\u003c\/li\u003e \u003cli\u003eBuild models from the ground up, as well as validate and stress-test existing models\u003c\/li\u003e \u003cli\u003eAccess exclusive, online materials and a supportive community on a companion website\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eSpend less time searching for answers and more time exploiting observable and unobservable information in the most efficient ways with \u003ci\u003eCredit Risk Analytics.\u003c\/i\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":45091197943959,"sku":"9781119143987","price":8268.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9781119143987.webp?v=1767143192","url":"https:\/\/atlanticbooks.com\/products\/credit-risk-analytics-measurement-techniques-applications-and-examples-in-sas-9781119143987","provider":"Atlantic Books","version":"1.0","type":"link"}