Credit Risk Analytics: The R Companion

The R Companion

Cover Art for 9781977760869, Credit Risk Analytics: The R Companion by Harald Scheule
ISBN: 9781977760869
Publisher: CreateSpace Independent Publishing Platform
Published: 23 November, 2017
Format: Paperback
Language: English

Credit risk analytics in R will enable you to build credit risk models from start to finish. Accessing real credit data via the accompanying website www.creditriskanalytics.net, you will master a wide range of applications, including building your own PD, LGD and EAD models as well as mastering industry challenges such as reject inference, low default portfolio risk modeling, model validation and stress testing.This book has been written as a companion to Baesens, B., Roesch, D. and Scheule, H., 2016. Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS. John Wiley & Sons.

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