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Credit Risk Analytics: The R Companion

Scheule, Harald, Rösch, Daniel and Baesens, Bart (2017) Credit Risk Analytics: The R Companion. Create Space Independent Publishing Platform. ISBN 978-1977760869.

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Other URL: https://www.amazon.com/dp/1977760864/


Abstract

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 ...

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Item type:Book
Date:23 November 2017
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)
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Keywords:Bank, Credit Risk; Risk Management, R
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:No, this document will not be refereed
Created at the University of Regensburg:Partially
Item ID:36395
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