PDF/EPUB How to Model and Validate Expected Credit Losses for Ifrs ✓ construyamos.co

How to Model and Validate Expected Credit Losses for IFRS 9 and CECL A Practical Guide with Examples Worked in R and SAS covers a hot topic in risk management The IFRS 9 expected credit loss accounting principle going live in 2018 and the US CECL standard going live in 2020 reuire creditors to adopt a new perspective in assessing their credit exposures The book explores the best modeling process including the most common statistical techniues used in estimating expected credit losses A practical Excel based approach encourages non technical professionals to grasp the key concepts reuired to understand challenge and validate these modelsAdditionally the reader with broader modeling experience will benefit from a technical dissertation accompanied with cases worked in SAS and R the software packages most commonly used by credit risk managers to develop their modelsOffers a broad survey that explains which models work best for mortgage small business cards commercial real estate commercial loans and other credit vehiclesConcentrates on specific aspects of the model with each chapter building upon earlier chaptersProvides a non technical approach to enable readers to perform the review validation and audit of models


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