Catalogue de la Bibliothèque de l'IFID
A partir de cette page vous pouvez :
Résultat de la recherche
4 résultat(s) recherche sur le mot-clé 'Credit risk' 
Affiner la recherche Générer le flux rss de la recherche
| Titre : | Advanced financial risk management : tools and techniques for integrated credit Risk and interest rate risk management | | Type de document : | texte imprimé | | Auteurs : | Donald R. van Deventer (1951-....), Auteur ; Kenji Imai, Autre ; Mark Mesler, Autre | | Editeur : | New York : John Wiley & sons | | Année de publication : | 2005 | | Importance : | IX-668 p. | | Présentation : | ill.graph.fig | | Format : | 24 cm. | | ISBN/ISSN/EAN : | 978-0-470-82126-8 | | Note générale : | Bibliogr | | Langues : | Anglais | | Catégories : | 6 Politique, droit et économie:6.70 Finances et commerce:Finances
6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risques
| | Mots-clés : | Financial risk management Credit risk foreign exchange risk capital allocation rate risk | | Index. décimale : | 658.15 | | Résumé : | Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions |
|  |
Réservation
Réserver ce document
Exemplaires
| Disponibilité |
|---|
| 0900003687 | 658.15 DEV | Livre | Bibliothèque de l'IFID | Finances | Disponible |
| Titre : | IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS | | Type de document : | texte imprimé | | Auteurs : | Tiziano Bellini, Auteur | | Editeur : | Academic Press | | Année de publication : | 2019 | | Autre Editeur : | Elsevier | | Importance : | 298 p. | | Présentation : | ill., Fig, Graph. | | Format : | 24 cm. | | ISBN/ISSN/EAN : | 978-0-12-814940-9 | | Note générale : | References 293 p.
Index. | | Langues : | Anglais | | Catégories : | 6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risques
| | Mots-clés : | Credit risk Pratical guide IFRS Risk management Competing risk modelling | | Index. décimale : | 658.155 | | Résumé : | IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management. |
IFRS 9 and CECL Credit Risk Modelling and Validation : A Practical Guide with Examples Worked in R and SAS [texte imprimé] / Tiziano Bellini, Auteur . - London : Academic Press : London : Elsevier, 2019 . - 298 p. : ill., Fig, Graph. ; 24 cm. ISBN : 978-0-12-814940-9 References 293 p.
Index. Langues : Anglais | Catégories : | 6 Politique, droit et économie:6.75 Administration et gestion:Opération de gestion:Gestion de risques
| | Mots-clés : | Credit risk Pratical guide IFRS Risk management Competing risk modelling | | Index. décimale : | 658.155 | | Résumé : | IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models and corresponding validation procedures. The most traditional regression analyses pave the way to more innovative methods like machine learning, survival analysis, and competing risk modelling. Special attention is then devoted to scarce data and low default portfolios. A practical approach inspires the learning journey. In each section the theoretical dissertation is accompanied by Examples and Case Studies worked in R and SAS, the most widely used software packages used by practitioners in Credit Risk Management. |
| |
Réservation
Réserver ce document
Exemplaires
| Disponibilité |
|---|
| 0900000718 | 658.155 BEL | Livre | Bibliothèque de l'IFID | Finances | Disponible |
| Titre : | The Value at Risk approach to evaluating credit risk within the Bank of Local Development (BDL) | | Type de document : | texte imprimé | | Auteurs : | Abderraouf SBAGHDI, Auteur ; Radhouane Gouja, Auteur | | Editeur : | Institut de financement du développement du Maghreb arabe (I.F.I.D) | | Année de publication : | 2021 | | Importance : | 113 p. | | Présentation : | ill. tabl. en coul. | | Format : | 30 cm. | | Note générale : | Our work aims to show the importance of credit risk models for banks.First, we have discussed the theoretical notions on credit risk and its management and we reviewed the international prudential standards and the adaptation of the Algerian case to these standards. Then we presented the different ways and mechanisms through which the credit risk can be managed and measured. Finally, we proceeded to the application of the CreditRisk+ model to a sample of loans from the Bank of Local Development in order to derive the main measures, mainly the Value at Risk. The exploitation of the results of this modeling has allowed to show the contribution of this model in particular in terms of decision making. Indeed, these results allow a better management of the portfolio and help in the construction of a short and medium term credit policy.
At the end of this work, it appears that the Value at Risk at the 99.9% confidence level attached to the portfolio of loans granted by BDL to companies amounts to 1 631 215 874 DZD; | | Langues : | Anglais | | Catégories : | 6 Politique, droit et économie:6.70 Finances et commerce:Finances:Institution financière:Banque
| | Mots-clés : | credit risk bank algeria international prudential standards | | En ligne : | http://www.ifid-bibliotheque.com/biblio/39ème_Promotion_Banque/SBAGHDI_Abderrao [...] |
The Value at Risk approach to evaluating credit risk within the Bank of Local Development (BDL) [texte imprimé] / Abderraouf SBAGHDI, Auteur ; Radhouane Gouja, Auteur . - Tunis : Institut de financement du développement du Maghreb arabe (I.F.I.D), 2021 . - 113 p. : ill. tabl. en coul. ; 30 cm. Our work aims to show the importance of credit risk models for banks.First, we have discussed the theoretical notions on credit risk and its management and we reviewed the international prudential standards and the adaptation of the Algerian case to these standards. Then we presented the different ways and mechanisms through which the credit risk can be managed and measured. Finally, we proceeded to the application of the CreditRisk+ model to a sample of loans from the Bank of Local Development in order to derive the main measures, mainly the Value at Risk. The exploitation of the results of this modeling has allowed to show the contribution of this model in particular in terms of decision making. Indeed, these results allow a better management of the portfolio and help in the construction of a short and medium term credit policy.
At the end of this work, it appears that the Value at Risk at the 99.9% confidence level attached to the portfolio of loans granted by BDL to companies amounts to 1 631 215 874 DZD; Langues : Anglais | |
Réservation
Réserver ce document
Exemplaires
| Disponibilité |
|---|
| 0900005989 | 39 éme Promotion Banque | Mémoire | Bibliothèque de l'IFID | Banques | Disponible |
Réservation
Réserver ce document
Exemplaires
| Disponibilité |
|---|
| 0900000655 | 36ème promotion Banque | Mémoire | Bibliothèque de l'IFID | Banques | Disponible |
