Credit risk analytics : (Record no. 643697)
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| 000 -LEADER | |
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| fixed length control field | 07629cam a2200733 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250919140358.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190918s2016 nju o 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2016-035372 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119278344 (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119278341 (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119278283 (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119278287 (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781119143987 (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119449560 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119449561 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)954720033 |
| Canceled/invalid control number | (OCoLC)959329206 |
| -- | (OCoLC)959596340 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocn954720033 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] | |
| Level of rules in bibliographic description | 201911041641 |
| Level of effort used to assign nonsubject heading access points | ros |
| y | 09-18-2019 |
| z | hafiz |
| w | UKM UBCM Wiley MARC (363 titles).mrc |
| x | 312 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | DLC |
| Modifying agency | OCLCF |
| -- | YDX |
| -- | NST |
| -- | IDEBK |
| -- | EBLCP |
| -- | RECBK |
| -- | Z@L |
| -- | IDB |
| -- | DG1 |
| -- | OCLCO |
| -- | OCLCQ |
| -- | MERUC |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG3751 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.10285/555 |
| Edition information | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Baesens, Bart, |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Credit risk analytics : |
| Remainder of title | measurement techniques, applications, and examples in SAS / |
| Statement of responsibility, etc. | Bart Baesens, Daniel Roesch, Harald Scheule. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hoboken, New Jersey : |
| Name of producer, publisher, distributor, manufacturer | Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice | [2016] |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | n |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | nc |
| Source | rdacarrier |
| 490 0# - SERIES STATEMENT | |
| Series statement | Wiley & SAS business series |
| 500 ## - GENERAL NOTE | |
| General note | Includes index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Title Page; Copyright; Table of Contents; Dedication; Acknowledgments; About the Authors; Chapter 1: Introduction to Credit Risk Analytics; Why This Book Is Timely; The Current Regulatory Regime: Basel Regulations; Introduction to Our Data Sets; Housekeeping; Chapter 2: Introduction to SAS Software; SAS versus Open Source Software; Base SAS; SAS/STAT; Macros in Base SAS; SAS Output Delivery System (ODS); SAS/IML; SAS Studio; SAS Enterprise Miner; Other SAS Solutions for Credit Risk Management; Reference; Chapter 3: Exploratory Data Analysis; Introduction; One-Dimensional Analysis. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Two-Dimensional AnalysisHighlights of Inductive Statistics; Reference; Chapter 4: Data Preprocessing for Credit Risk Modeling; Types of Data Sources; Merging Data Sources; Sampling; Types of Data Elements; Visual Data Exploration and Exploratory Statistical Analysis; Descriptive Statistics; Missing Values; Outlier Detection and Treatment; Standardizing Data; Categorization; Weights of Evidence Coding; Variable Selection; Segmentation; Default Definition; Practice Questions; Notes; References; Chapter 5: Credit Scoring; Basic Concepts; Judgmental versus Statistical Scoring. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Advantages of Statistical Credit ScoringTechniques to Build Scorecards; Credit Scoring for Retail Exposures; Reject Inference; Credit Scoring for Nonretail Exposures; Big Data for Credit Scoring; Overrides; Evaluating Scorecard Performance; Business Applications of Credit Scoring; Limitations; Practice Questions; References; Chapter 6: Probabilities of Default (PD): Discrete-Time Hazard Models; Introduction; Discrete-Time Hazard Models; Which Model Should I Choose?; Fitting and Forecasting; Formation of Rating Classes; Practice Questions; References. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 7: Probabilities of Default: Continuous-Time Hazard ModelsIntroduction; Censoring; Life Tables; Cox Proportional Hazards Models; Accelerated Failure Time Models; Extension: Mixture Cure Modeling; Discrete-Time Hazard versus Continuous-Time Hazard Models; Practice Questions; References; Chapter 8: Low Default Portfolios; Introduction; Basic Concepts; Developing Predictive Models for Skewed Data Sets; Mapping to an External Rating Agency; Confidence Level Based Approach; Other Methods; LGD and EAD for Low Default Portfolios; Practice Questions; References. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 9: Default Correlations and Credit Portfolio RiskIntroduction; Modeling Loss Distributions with Correlated Defaults; Estimating Correlations; Extensions; Practice Questions; References; Chapter 10: Loss Given Default (LGD) and Recovery Rates; Introduction; Marginal LGD Models; PD-LGD Models; Extensions; Practice Questions; References; Chapter 11: Exposure at Default (EAD) and Adverse Selection; Introduction; Regulatory Perspective on EAD; EAD Modeling; Practice Questions; References; Chapter 12: Bayesian Methods for Credit Risk Modeling; Introduction. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The long-awaited, comprehensive guide to practical credit risk modeling Credit Risk Analytics provides a targeted training guide for risk managers looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS credit risk management program, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring; PD and LGD estimation and forecasting, low default portfolios, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics. The companion website offers examples of both real and simulated credit portfolio data to help you more easily implement the concepts discussed, and the expert author team provides practical insight on this real-world intersection of finance, statistics, and analytics. SAS is the preferred software for credit risk modeling due to its functionality and ability to process large amounts of data. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate credit risk management models.-Understand the general concepts of credit risk management -Validate and stress-test existing models -Access working examples based on both real and simulated data -Learn useful code for implementing and validating models in SAS Despite the high demand for in-house models, there is little comprehensive training available; practitioners are left to comb through piece-meal resources, executive training courses, and consultancies to cobble together the information they need. This book ends the search by providing a comprehensive, focused resource backed by expert guidance. Credit Risk Analytics is the reference every risk manager needs to streamline the modeling process. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on print version record and CIP data provided by publisher. |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | SAS (Computer file) |
| 630 07 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | SAS (Computer file) |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst01364029 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Credit |
| General subdivision | Management |
| -- | Data processing. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk management |
| General subdivision | Data processing. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Bank loans |
| General subdivision | Data processing. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | BUSINESS & ECONOMICS |
| General subdivision | Finance. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Bank loans |
| General subdivision | Data processing. |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst00826707 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Credit |
| General subdivision | Management |
| -- | Data processing. |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst00882537 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk management |
| General subdivision | Data processing. |
| Source of heading or term | fast |
| Authority record control number or standard number | (OCoLC)fst01098170 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Roesch, Daniel, |
| Dates associated with a name | 1968- |
| Relator term | author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Scheule, Harald, |
| Relator term | author. |
| 773 0# - HOST ITEM ENTRY | |
| Title | Wiley e-books |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Baesens, Bart, author. |
| Title | Credit risk analytics |
| Place, publisher, and date of publication | Hoboken, New Jersey : John Wiley & Sons, Inc., [2016] |
| International Standard Book Number | 9781119143987 |
| Record control number | (DLC) 2016024803 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://eresourcesptsl.ukm.remotexs.co/user/login?url=https://doi.org/10.1002/9781119449560">https://eresourcesptsl.ukm.remotexs.co/user/login?url=https://doi.org/10.1002/9781119449560</a> |
| Public note | Wiley Online Library |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
| a | .b16758109 |
| b | 2022-11-04 |
| c | 2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Suppress in OPAC | No |
| 914 ## - VTLS Number | |
| VTLS Number | vtls003651467 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
| Library | |
| Operator's initials, OID (RLIN) | 2019-05-09 |
| Cataloger's initials, CIN (RLIN) | m |
| Material Type (Sierra) | E-Book |
| Language | English |
| Country | |
| -- | 0 |
| -- | .b16758109 |
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