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Developing, validating, and using internal ratings : methodologies and case studies / Giacomo De Laurentis, Renato Maino, Luca Molteni.

By: De Laurentis, GiacomoContributor(s): Maino, Renato | Molteni, LucaMaterial type: Text

TextPublisher: Hoboken, NJ : Wiley, 2010Description: 1 online resource (xii, 324 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9780470971895; 0470971894; 0470971908; 9780470971901; 9780470711491; 0470711493Subject(s): Credit ratings | Risk assessment | Business | BUSINESS & ECONOMICS -- Marketing -- General | BUSINESS & ECONOMICS -- Distribution | Credit ratings | Risk assessmentGenre/Form: Electronic books.Additional physical formats: Print version:: Developing, validating, and using internal ratings.DDC classification: 658.8/8 LOC classification: HG3751.5 | .D4 2010ebOnline resources: Wiley Online Library

Contents:

Developing, Validating and Using Internal Ratings; Contents; Preface; About the authors; 1 The emergence of credit ratings tools; 2 Classifications and key concepts of credit risk; 3 Rating assignment methodologies; 4 Developing a statistical-based rating system; 5 Validating rating models; 6 Case study: Validating PanAlp Bank's statistical-based rating system for financial institutions; 7 Ratings usage opportunities and warnings; Bibliography; Index.

Summary: This book looks at credit risk management, key concepts, measures and tools and focuses on possible approaches to rating, analysing and comparing expert judgment-based approaches, statistical based models and numerical tools. Two case studies are presented which focus on model building and validation. Model building is described in detail, and seeks to clarify the main issues concerned with model building, how to use statistical tools and interpret results. Univariate, bivariate and multivariate stages of model building are discussed outlining the need to merge the knowledge of quant people wi.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Ebooks	Mysore University Main Library		Not for loan		EBJW561

Includes bibliographical references (pages 315-320) and index.

This book looks at credit risk management, key concepts, measures and tools and focuses on possible approaches to rating, analysing and comparing expert judgment-based approaches, statistical based models and numerical tools. Two case studies are presented which focus on model building and validation. Model building is described in detail, and seeks to clarify the main issues concerned with model building, how to use statistical tools and interpret results. Univariate, bivariate and multivariate stages of model building are discussed outlining the need to merge the knowledge of quant people wi.

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