WILEY Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS

One of it's kind. A must for anyone serious about modelling credit risk.

This text is incredibly thorough and provides the granular detail most alternative texts lack when it comes to Credit Risk Modeling. Its got great coverage as well. Baesens and co cover the spectrum of credit risk modeling from data analysis to model building (PD, LGD, EAD) and validation, stress testing etc. Datasets are available for download as well adding a nice practical hands-on element. I have found this text quite useful as a model validation practitioner and would argue that researchers and professionals at all levels would appreciate this well written text.

This Book is one of the best credit risk books I have. Very easy to read, well written and very helpful. Many detailed exemples and explanations are on point. The SAS codes are also helpful and on top of that, data sets are available on the web.Great book, I would recommand it without any doubt to anyone interested in credit risk.Thanks Mr Baesens !

Bueno

I am impressed with the authors' coverage of credit risk modelling concepts and the analytics methodologies employed. For instance their presentation of analytics methodologies to handle the longitudinal nature of credit data is great. A well rounded discussion of discrete time hazard regression and survival analysis, among others, plus good coverage of selection issues in LGD analysis are provided. The provision of code and data enhances the book's appeal as a practical guide. They also provide a good list of references at the end of each chapter. This allows interested readers to widen their perspective by doing follow up reading.