Developing, Validating and Using Internal Ratings
Methodologies and Case Studies
• Presents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and statistical bases.
• Discusses available methodologies to build, validate and use internal rate models.
• Demonstrates how to use statistical packages for building statistical-based credit rating systems.
• Evaluates sources of model risks and strategic risks when using statistical-based rating systems in lending.
This 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.
334 pages; ISBN 9781119957645
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Title: Developing, Validating and Using Internal Ratings
Author: Giacomo De Laurentis; Renato Maino; Luca Molteni