Credit Risk Analytics
Measurement Techniques, Applications, and Examples in SAS
Authors: Bart Baesens, Daniel Roesch, Harald Scheule
Publisher: Wiley and SAS Business Series
Get it on: Amazon
ISBN-13: 978-1119143987 | ISBN-10: 1119143985
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.
→ Obtain the data sets used in the book here.