TY  - BOOK
AU  - De Laurentis,Giacomo
AU  - Maino,Renato
AU  - Molteni,Luca
TI  - Developing, validating, and using internal ratings: methodologies and case studies 
SN  - 9780470971895
AV  - HG3751.5 .D4 2010eb
U1  - 658.8/8 22
PY  - 2010///
CY  - Hoboken, NJ
PB  - Wiley
KW  - Credit ratings
KW  - Risk assessment
KW  - Business
KW  - BUSINESS & ECONOMICS
KW  - Marketing
KW  - General
KW  - bisacsh
KW  - Distribution
KW  - fast
KW  - Electronic books
N1  - Includes bibliographical references (pages 315-320) and index; 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
N2  - 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
UR  - https://doi.org/10.1002/9780470971901
ER  -