LEADER 02776nam 2200589Ia 450 001 9910840656703321 005 20230725024916.0 010 $a1-119-95764-8 010 $a1-282-77444-1 010 $a9786612774447 010 $a0-470-97190-8 010 $a0-470-97189-4 035 $a(CKB)2670000000044386 035 $a(EBL)589255 035 $a(OCoLC)671495168 035 $a(SSID)ssj0000415789 035 $a(PQKBManifestationID)11273629 035 $a(PQKBTitleCode)TC0000415789 035 $a(PQKBWorkID)10420152 035 $a(PQKB)10897354 035 $a(MiAaPQ)EBC589255 035 $a(EXLCZ)992670000000044386 100 $a20100505d2010 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aDeveloping, validating, and using internal ratings$b[electronic resource] $emethodologies and case studies /$fGiacomo De Laurentis, Renato Maino, Luca Molteni 210 $aHoboken, NJ $cWiley$d2010 215 $a1 online resource (340 p.) 300 $aDescription based upon print version of record. 311 $a0-470-71149-3 320 $aIncludes bibliographical references and index. 327 $aDeveloping, 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 330 $aThis 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 606 $aCredit ratings 606 $aRisk assessment 615 0$aCredit ratings. 615 0$aRisk assessment. 676 $a658.8/8 676 $a658.88 700 $aDe Laurentis$b Giacomo$0460845 701 $aMaino$b Renato$0296737 701 $aMolteni$b Luca$0437450 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910840656703321 996 $aDeveloping, validating, and using internal ratings$94137306 997 $aUNINA