1.

Record Nr.

UNINA9910140790103321

Autore

De Laurentis Giacomo

Titolo

Developing, validating, and using internal ratings [[electronic resource] ] : methodologies and case studies / / Giacomo De Laurentis, Renato Maino, Luca Molteni

Pubbl/distr/stampa

Hoboken, NJ, : Wiley, 2010

ISBN

1-119-95764-8

1-282-77444-1

9786612774447

0-470-97190-8

0-470-97189-4

Descrizione fisica

1 online resource (340 p.)

Altri autori (Persone)

MainoRenato

MolteniLuca

Disciplina

658.8/8

658.88

Soggetti

Credit ratings

Risk assessment

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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

Sommario/riassunto

This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers' ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches to building and validating models for assigning counterpart ratings to small and medium enterprises are discussed, together with their implications on lending strategy.  Key



Features:   Presents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and sta