[Download pdf] Developing, Validating and Using Internal Ratings: Methodologies and Case Studies






 | #2185499 in eBooks |  2011-06-28 |  2011-06-28 | File Name: B005FMK69S


||From the Back Cover|This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers’ ratings, using SPSS-PASW and SAS statistical packages. Mainstream approa

This book provides a thorough analysis of internal rating systems. Two case studies are devoted to building and validating statistical-based models for borrowers’ ratings, using SPSS-PASW and SAS statistical packages. Mainstream approaches to building and validating models for assigning counterpart ratings to small and medium enterprises are discussed, together with their implications on lending strategy.

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