02899nam 2200649Ia 450 991101936570332120200520144314.0978661277444797811199576451119957648978128277444512827744419780470971901047097190897804709718950470971894(CKB)2670000000044386(EBL)589255(OCoLC)671495168(SSID)ssj0000415789(PQKBManifestationID)11273629(PQKBTitleCode)TC0000415789(PQKBWorkID)10420152(PQKB)10897354(MiAaPQ)EBC589255(Perlego)1011479(EXLCZ)99267000000004438620100505d2010 uy 0engur|n|---|||||txtccrDeveloping, validating, and using internal ratings methodologies and case studies /Giacomo De Laurentis, Renato Maino, Luca MolteniHoboken, NJ Wiley20101 online resource (340 p.)Description based upon print version of record.9780470711491 0470711493 Includes bibliographical references 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; IndexThis 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 staCredit ratingsRisk assessmentCredit ratings.Risk assessment.658.8/8De Laurentis Giacomo460845Maino Renato296737Molteni Luca437450MiAaPQMiAaPQMiAaPQBOOK9911019365703321Developing, validating, and using internal ratings4418663UNINA