IFRS 9 and CECL credit risk modelling and validation : a practical guide with examples worked in R and SAS /

"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....

Description complète

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Bellini, Tiziano (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: London, United Kingdom : Academic Press, [2019]
Sujets:
Derivative securities > Mathematical models.
Credit derivatives > Mathematical models.
Risk management > Mathematical models.
R (Computer program language)
SAS (Computer program language)
Instruments d�eriv�es (Finances) > Mod�eles math�ematiques.
Instruments d�eriv�es de cr�edit > Mod�eles math�ematiques.
Gestion du risque > Mod�eles math�ematiques.
R (Langage de programmation)
SAS (Langage de programmation)
BUSINESS & ECONOMICS > Finance.
Accès en ligne:Texto completo

Documents similaires

Documents similaires