LEADER 01153nam0 2200277 i 450 001 SUN0016347 005 20161107113711.647 010 $a88-299-0095-8 100 $a20040520d1979 |0itac50 ba 101 $aita 102 $aIT 105 $a|||| ||||| 200 1 $aStatistica in medicina$fTheodore Colton$gtraduzione italiana a cura del prof. Ettore Marubini 210 $aPadova$cPiccin$d1979 215 $aXII, 369 p.$d24 cm. 620 $dPadova$3SUNL000007 676 $a610.21$cStatistica in medicina$v22 700 1$aColton$b, Theodore$3SUNV012127$063444 702 1$aMarubini$b, Ettore$3SUNV012128 712 $aPiccin$3SUNV000025$4650 801 $aIT$bSOL$c20181109$gRICA 912 $aSUN0016347 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI SCIENZE E TECNOLOGIE AMBIENTALI BIOLOGICHE E FARMACEUTICHE$d17 CONS Pb18 $e17 FMF2682 995 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI SCIENZE E TECNOLOGIE AMBIENTALI BIOLOGICHE E FARMACEUTICHE$bIT-CE0101$gFMF$h2682$kCONS Pb18$oc$qa 996 $aStatistics in medicine$934553 997 $aUNICAMPANIA LEADER 04795oam 2200493 450 001 9910790978003321 005 20190911112729.0 010 $a981-4566-14-4 035 $a(OCoLC)869905691 035 $a(MiFhGG)GVRL8RBU 035 $a(EXLCZ)992550000001191492 100 $a20141111h20142014 uy 0 101 0 $aeng 135 $aurun|---uuuua 181 $ctxt 182 $cc 183 $acr 200 00$aGlobal credit review$hVolume 3 210 1$aNew Jersey :$cWorld Scientific,$d[2014] 210 4$d?2014 215 $a1 online resource (iv, 168 pages) $cillustrations (some color) 225 0 $aGale eBooks 300 $aDescription based upon print version of record. 311 $a981-4566-13-6 311 $a1-306-39664-6 320 $aIncludes bibliographical references. 327 $aContents; Message from the Editor; Systemic Risk in Europe Eric Jondeau and Michael Rockinger; INTRODUCTION; I. HOW TO MEASURE SYSTEMIC RISK?; II. MODELLING SYSTEMIC RISK; III. THE SITUATION IN EUROPE; IV. THE SITUATION OF EUROPEAN INSTITUTIONS; NOTE; REFERENCES; Changes in the Ratings Game - An Update on Various Developments RMI staff; INTRODUCTION; I. A CONSTRUCTIVE RESPONSE TO THE CRA CRITIQUES; 1.1. Litigation; II. LANDMARK CASE; III. CRA REGULATIONS; 3.1. United States; 3.2. Europe; IV. INTERNATIONAL RECOMMENDATIONS; V. IMPROVING CURRENT CRA REGULATIONS 327 $a5.1. The US State Insurance Regulators VI. CONCLUDING REMARKS; NOTES; Reserve Requirements as Window Guidance in China Violaine Cousin; INTRODUCTION; I. RESERVE REQUIREMENTS - AN OVERVIEW; 1.1. Reserve Requirements as Monetary Policy Tool; 1.2. Reserve Requirements in China; 1.3. Excess Reserves in China; 1.4. Impact of RRR Changes on Banks; II. RESEARCH DESIGN AND METHODOLOGY; 2.1. Data Set Development; 2.2. Descriptive Statistics; 2.3. Outliers Analysis; 2.4. Rationale for Using MM-Estimates Robust Regression; III. ROBUST REGRESSION RESULTS; 3.1. Overall Impact on Loan Quality 327 $a3.2. Results Based on Different State Links 3.3. Impact Under Different Conditions; 3.4. Impact of Excess Reserves; IV. CONCLUSION; NOTES; REFERENCES; APPENDIX A; APPENDIX B; APPENDIX C; APPENDIX D; APPENDIX E; The Implementation of the Basel II Default Definition by Credit Risk Assessment Systems: An Analysis of Possible Aggregation Procedures Markus Bingmer and Laura Auria; INTRODUCTION; I. THE TASK OF AGGREGATING DIFFERENT DEFAULT REPORTS; II. A THEORETICAL ANALYSIS OF THE AGGREGATION TASK; 2.1. Using the Default Information of a Single Bank; 2.2. Considering All Defaults 327 $a2.3. Building a Default Indicator Based on the Binomial Distribution with the Goal of Consistency 2.4. Considering Materiality of Defaults; III. AN EMPIRICAL ANALYSIS OF AGGREGATION WITH THE MATERIALITY THRESHOLD; IV. CONCLUSION; NOTES; REFERENCES; Can Credit-Scoring Models Effectively Predict Microloans Default? Statistical Evidence from the Tunisian Microfinance Bank Ibtissem Baklouti and Abdelfettah Bouri; INTRODUCTION; I. CREDIT SCORING IN MICROFINANCE INSTITUTIONS: THE LITERATURE; II. DATA AND MODEL; 2.1. Sample Selection and Variables Identifi cation; 2.2. Model Description 327 $aIII. EMPIRICAL RESULTS 3.1. Univariate Analysis; 3.2. Model Estimation; 3.3. Calibration; 3.3.1. Quality of the logistic regression model; 3.3.2. Validation of the credit-scoring model; IV. CONCLUSION; NOTES; REFERENCES; Stepping Up to the Liquidity Challenge: The Changing Role of Credit Portfolio Management IACPM and KPMG; INTRODUCTION; I. STEPPING UP TO THE LIQUIDITY CHALLENGE: THE CHANGING ROLE OF CPM; II. REGULATORY CHALLENGES; III. SIGNIFICANT CHALLENGES; IV. MANAGING LIQUIDITY RISK; V. MODELING LIQUIDITY RISK; VI. A CONTINUING JOURNEY 327 $aNUS-RMI Credit Research Initiative Technical Report (Version: 2013, Update 2b) RMI staff 330 $aGlobal Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The third volume provides some critical analysis, reviews the introduction of new regulations and also offers new insights to address the challenges ahead. The carefully selected chapters touch on current topics such as: the measurement of systemic risk, reserve requirements and its role in monetary policy, the application of the Basel II default definition by credit risk assessment systems, and changes in credit portfolio management, 606 $aExport credit 606 $aInternational finance 615 0$aExport credit. 615 0$aInternational finance. 676 $a332.705 801 0$bMiFhGG 801 1$bMiFhGG 906 $aBOOK 912 $a9910790978003321 996 $aGlobal credit review$92691126 997 $aUNINA