{"product_id":"9780470711491","title":"Developing, Validating and Using Internal Ratings Methodologies and Case Studies","description":"\u003ch1\u003eDeveloping, Validating and Using Internal Ratings\u003c\/h1\u003e\u003ch2\u003eMethodologies and Case Studies\u003c\/h2\u003e\u003ch3\u003eGiacomo De Laurentis | Renato Maino | Luca Molteni\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Probability \u0026amp; Statistics \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003eThis 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. \u003cp\u003eKey Features:\u003c\/p\u003e \u003cul\u003e \u003cli\u003ePresents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and statistical bases.\u003c\/li\u003e \u003cli\u003eDiscusses available methodologies to build, validate and use internal rate models.\u003c\/li\u003e \u003cli\u003eDemonstrates how to use statistical packages for building statistical-based credit rating systems.\u003c\/li\u003e \u003cli\u003eEvaluates sources of model risks and strategic risks when using statistical-based rating systems in lending.\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eThis book will prove to be of great value to bank managers, credit and loan officers, quantitative analysts and advanced students on credit risk management courses.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e \u003cp\u003e\u003cb\u003eG\u003csmall\u003eIACOMO\u003c\/small\u003e D\u003csmall\u003eE\u003c\/small\u003e L\u003csmall\u003eAURENTIS\u003c\/small\u003e, \u003c\/b\u003e\u003ci\u003eDepartment of Finance and SDA Bocconi School of Management, Bocconi University, Italy.\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003eR\u003csmall\u003eENATO\u003c\/small\u003e M\u003csmall\u003eAINO\u003c\/small\u003e,\u003c\/b\u003e \u003ci\u003eLecturer, Bocconi University and Turin University, Italy.\u003c\/i\u003e \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eL\u003csmall\u003eUCA\u003c\/small\u003e M\u003csmall\u003eOLTENI\u003c\/small\u003e,\u003c\/b\u003e\u003ci\u003e Department of Economics and SDA Bocconi School of Management, Bocconi University, Italy.\u003c\/i\u003e \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e18 October 2010\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780470711491\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e352\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e21.92\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44384697188492,"sku":"9780470711491","price":110.66,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780470711491.jpg?v=1780184261","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780470711491","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}