CREDIT RISK ANALYTICS

MEASUREMENT TECHNIQUES,
APPLICATIONS, and EXAMPLES

  CREDIT RISK ANALYTICS
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TABLE OF CONTENT

  • Introduction
  • Introduction to SAS software
  • Exploratory Data Analysis
  • Data Preprocessing
  • Credit Scoring
  • Probabilities of default (PD): discrete time hazard models
  • Probabilities of default: continuous time hazard models
  • Low Default Portfolios
  • Default Correlations and Credit Portfolio Risk
  • Loss Given Default (LGD) and Recovery Rates
  • Exposure at default (EAD) and adverse selection
  • Bayesian Methods for Credit Risk Modeling
  • Model validation
  • Stress testing
  • Concluding remarks
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  • HOME
  • TABLE OF CONTENT
  • DATASETS
  • TRAINING
    • ONLINE
    • ZOOM MASTERCLASS
    • IN HOUSE
  • AUTHORS
  • PAPERS
  • UPDATES
  • CONTACT