Practical Microsimulation Modelling (Practical Econometrics), O`Donoghue Cathal

Автор: Dekkers, Gijs.
Название: New pathways in microsimulation /
ISBN: 140946931X ISBN-13(EAN): 9781409469315
Издательство: Taylor&Francis
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Цена: 153120.00 T
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Описание: Edited by leading experts in the field, this book illustrates recent advances, methodologies and uses of socioeconomic microsimulation in social sciences around the world. It does so by analysing new grounds covered in microsimulation and exploring new applications in traditional fields. As such, the chapters -grouped into five sections.

Автор: Klaus G. Troitzsch; Ulrich Mueller; Nigel Gilbert;
Название: Social Science Microsimulation
ISBN: 364208267X ISBN-13(EAN): 9783642082672
Издательство: Springer
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Цена: 194730.00 T
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Автор: Bellini, Tiziano
Название: IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS
ISBN: 012814940X ISBN-13(EAN): 9780128149409
Издательство: Elsevier Science
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Цена: 84210.00 T
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Описание:

IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management.