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A**R
Excellent book with a good balance of methodology and practical guidance
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.
A**A
Perfect Book
This is a perfect book for person who works with statistical models. It describes theory as well as applied programs which permit to understand in a good way how the machine works. Explanations are clear and understandable by both experts of the sector (with link to research papers) and beginner.Charts and images permit to comprehend how SAS Enterprise Miner nodes work, with their complete results.Programs include good explanation and "step-by-step" comments which permit to be driven through the logic.
J**Z
Excellent coverage of credit risk management.
I consider this book to be very insightful in credit risk analytics, especially if you utilize SAS, although it is not necessary, the topics and content can be used by anyone involved with credit risk management. I recommend this book to all credit risk analysts.
O**K
top
interesting for students like me who want to develop their skills in credit risk using SAS Software
D**N
Five Stars
Very useful for my work. I think modeler need this
A**R
Five Stars
A very good book with program examples.
A**R
Damaged product
Came with a broken spine, pages fell out immediately.
A**R
Saved me in Banking project
This book really helped me in implementing the models
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