Developing, validating, and using internal ratings: methodologies and case studies
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2010
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 URL des Erstveröffentlichers |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (xii, 324 pages) |
| ISBN: | 9780470971895 0470971894 0470971908 9780470971901 |
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Datensatz im Suchindex
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| illustrated | Not Illustrated |
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| language | English |
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| spelling | De Laurentis, Giacomo Verfasser aut Developing, validating, and using internal ratings methodologies and case studies Giacomo De Laurentis, Renato Maino, Luca Molteni Hoboken, NJ Wiley 2010 1 Online-Ressource (xii, 324 pages) txt rdacontent c rdamedia cr rdacarrier 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 Business BUSINESS & ECONOMICS / Marketing / General bisacsh BUSINESS & ECONOMICS / Distribution bisacsh Credit ratings fast Risk assessment fast Wirtschaft Credit ratings Risk assessment Messung (DE-588)4038852-9 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Risiko (DE-588)4050129-2 gnd rswk-swf Kreditwürdigkeitsprüfung (DE-588)4123575-7 gnd rswk-swf Bonitätsprüfung (DE-588)4122955-1 gnd rswk-swf Electronic books Bank (DE-588)4004436-1 s Kreditwürdigkeitsprüfung (DE-588)4123575-7 s Risiko (DE-588)4050129-2 s Messung (DE-588)4038852-9 s 1\p DE-604 Bonitätsprüfung (DE-588)4122955-1 s Risikoanalyse (DE-588)4137042-9 s 2\p DE-604 Maino, Renato Sonstige oth Molteni, Luca Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9780470971901 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | De Laurentis, Giacomo Developing, validating, and using internal ratings methodologies and case studies Business BUSINESS & ECONOMICS / Marketing / General bisacsh BUSINESS & ECONOMICS / Distribution bisacsh Credit ratings fast Risk assessment fast Wirtschaft Credit ratings Risk assessment Messung (DE-588)4038852-9 gnd Bank (DE-588)4004436-1 gnd Risikoanalyse (DE-588)4137042-9 gnd Risiko (DE-588)4050129-2 gnd Kreditwürdigkeitsprüfung (DE-588)4123575-7 gnd Bonitätsprüfung (DE-588)4122955-1 gnd |
| subject_GND | (DE-588)4038852-9 (DE-588)4004436-1 (DE-588)4137042-9 (DE-588)4050129-2 (DE-588)4123575-7 (DE-588)4122955-1 |
| title | Developing, validating, and using internal ratings methodologies and case studies |
| title_auth | Developing, validating, and using internal ratings methodologies and case studies |
| title_exact_search | Developing, validating, and using internal ratings methodologies and case studies |
| title_full | Developing, validating, and using internal ratings methodologies and case studies Giacomo De Laurentis, Renato Maino, Luca Molteni |
| title_fullStr | Developing, validating, and using internal ratings methodologies and case studies Giacomo De Laurentis, Renato Maino, Luca Molteni |
| title_full_unstemmed | Developing, validating, and using internal ratings methodologies and case studies Giacomo De Laurentis, Renato Maino, Luca Molteni |
| title_short | Developing, validating, and using internal ratings |
| title_sort | developing validating and using internal ratings methodologies and case studies |
| title_sub | methodologies and case studies |
| topic | Business BUSINESS & ECONOMICS / Marketing / General bisacsh BUSINESS & ECONOMICS / Distribution bisacsh Credit ratings fast Risk assessment fast Wirtschaft Credit ratings Risk assessment Messung (DE-588)4038852-9 gnd Bank (DE-588)4004436-1 gnd Risikoanalyse (DE-588)4137042-9 gnd Risiko (DE-588)4050129-2 gnd Kreditwürdigkeitsprüfung (DE-588)4123575-7 gnd Bonitätsprüfung (DE-588)4122955-1 gnd |
| topic_facet | Business BUSINESS & ECONOMICS / Marketing / General BUSINESS & ECONOMICS / Distribution Credit ratings Risk assessment Wirtschaft Messung Bank Risikoanalyse Risiko Kreditwürdigkeitsprüfung Bonitätsprüfung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9780470971901 |
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