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Taschenbuch. Etat : Neu. Neuware - Credit Risk Modelling - A to Z for PD Models (SAS Edition)Build a bank-grade Probability of Default (PD) model from scratch-using SAS, end to end.This first-of-its-kind, SAS-focused book takes you from raw banking data to a production-ready PD scorecard, with every step shown in executable code.What makes this book different- 100% SAS: Base SAS, PROC SQL, PROC LOGISTIC/HPLOGISTIC, plus practical macros used in real projects.- Hands-on, not just theory: every chapter includes working programs you can adapt immediately.- Regulatory alignment: maps modelling work to Basel expectations, IFRS 9, ICAAP/CCAR, documentation and governance.- Realistic data, safely: all examples use synthetic datasets designed to mirror real bank structures.- End-to-end lifecycle: ingestion ? feature engineering ? WoE/IV ? logistic regression ? score scaling ? cutoffs/banding ? deployment ? monitoring/backtesting.- Case study you can run: a complete PD build that ties everything together.What you will learn- How to source and stitch core banking, bureau, delinquency (DPD) and collections data in SAS.- Robust feature engineering on wide, messy datasets (including how to tame duplicates and drift).- Weight of Evidence (WoE) binning and Information Value (IV) to select predictive variables the way banks do.- Building and explaining logistic regression PD models (odds, coefficients, diagnostics, KS/AUC/Lift).- Scaling scores, defining risk bands and business cutoffs.- Setting up monitoring with PSI, stability checks, challenger vs. champion, and recalibration triggers.- Packaging code for deployment and audit-ready documentation.Who it's forRisk analysts, SAS developers, model validators, data scientists and managers who want a clear, actionable path to a compliant PD model-without switching tools.What's included- Full SAS programs and a synthetic dataset via GitHub (safe for public use).- Reusable macros, templates and governance checklists.- Clear explanations written for practitioners, with just enough theory to justify decisions.If you build credit risk models in SAS-or need to validate, monitor and govern them-this book is your practical blueprint from zero to production.…

Taschenbuch. Etat : Neu. Neuware - Credit Risk Modelling in Islamic Banking using SAS (Shariah Compliant - A to Z of Islamic Banking Modelling)By Sameer ShaikhThe World's First Practical Guide to Islamic Credit Risk Modelling with SASAbout the BookThis groundbreaking book is the first in the world to provide a step-by-step, practitioner-level guide to Credit Risk Modelling in Islamic Banking, using the power of SAS.Unlike conventional risk modelling texts, this book is entirely Shariah-compliant. It covers Murabaha, Ijara, Musharaka, and Mudarabah contracts-showing how Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) can be modelled under IFRS 9, Basel III/IV, and ICAAP frameworks, while adhering to AAOIFI and IFSB Islamic standards.Every chapter blends real-world datasets, SAS code, stress-testing examples, and Islamic regulatory overlays, making this book a unique blend of Islamic finance + quantitative modelling + global regulatory compliance.What You'll LearnData Preparation & Staging - How to build Islamic banking datasets for PD/LGD/EAD modelling.Scorecards & PD Models - Application, behavioral, and collection scorecards for Shariah-compliant products.FRS 9 & Basel Integration - Stage migration, ECL calculations, ICAAP, and capital impact.Stress Testing - Designing oil-price shock, real-estate stress, and Islamic deposit withdrawal scenarios. Governance & Shariah Boards - How defaults, repossessions, and restructurings are handled under Islamic principles.Case Studies - Step-by-step practical case studies: from origination ? default ? ECL ? ICAAP capital provisioning.Global Comparisons - How UK/US/European banks implement IFRS 9 vs how Islamic banks adapt these.Who Should Read This Book - Bankers & Risk Professionals - CROs, Risk Managers, and Modelling Specialists looking for hands-on Islamic finance modelling.- Compliance & Regulators - Understand Shariah overlays in PD/LGD/EAD and IFRS 9 staging.- Consultants & Auditors - Benchmark Islamic models against Basel/IFRS global practices.- Students & Academics - A one-of-a-kind textbook for Islamic finance, credit risk, and SAS-based analytics.- Global Risk Managers - Especially in India, GCC, Malaysia, and Europe, where Islamic windows and finance are expanding. Why This Book is Unique- First book worldwide to cover Islamic credit risk modelling with SAS.- Fully Shariah-compliant methodology, aligned with AAOIFI & IFSB standards.- Includes end-to-end SAS code (available via GitHub) so readers can replicate every example.- Bridges Islamic finance principles with global regulatory standards (Basel, IFRS 9, ICAAP, CCAR).- Written by Sameer Shaikh, a SAS Viya Architect and Credit Risk Specialist with 14+ years in India & UAE banking/AML consulting.…

Taschenbuch. Etat : Neu. Neuware - Operational risk is no longer just internal failures, human error, fraud, or process breakdowns. It has entered a new, more dangerous era - the climate era.Banks today face heatwaves that threaten data centres, floods that shut down branches and ATMs, storms that break networks, droughts that weaken cooling systems, and transition policies that strain technology, vendors, and compliance operations.Yet the financial world has no complete framework to measure or model these climate-driven operational disruptions. until now.This book is the first in the world to introduce Climate-Adjusted Operational Risk (CA-OpRisk) - a fully developed discipline that merges: - Climate science- Operational risk modelling- Infrastructure fragility analysis- Vendor climate dependency- Digital and physical outage modelling- NGFS-aligned climate scenarios- SAS-based implementationThrough simple explanations and advanced frameworks, this book shows exactly how climate hazards translate into real operational losses - and how banks can quantify them.Inside, you will learn how to: Build climate-operational transmission models Map heat, flood, storm, and drought risks to operational failuresConstruct climate-adjusted frequency and severity curvesCreate SAS datasets for hazard-linked operational loss modellingIntegrate NGFS scenarios into annual loss distributionsAssess vendor climate risk and system fragilityStress test operational resilience under different climate futuresYou also get three world-class case studies revealing: - How a heatwave triggers data-centre thermal failure- How floods disrupt branches, telecom lines, and payments- How rapid climate-transition policy collapses operational controlsThis is the first book that gives banks, regulators, and analysts a practical, implementable, and data-driven framework for navigating the next decade of climate-driven operational risk.If you want to understand how climate change will reshape the world of banking - not in theory, but in actual measurable risk - this book is your complete guide.…

Taschenbuch. Etat : Neu. Neuware.

Taschenbuch. Etat : Neu. Neuware - Stress testing has evolved from a periodic regulatory exercise into a core decision-making tool for banks, regulators, and risk professionals. What was once treated as a standalone compliance activity is now expected to be fully integrated with IFRS 9 expected credit loss, capital adequacy, and management actions.Yet in practice, many institutions still struggle to explain one consistent story.The same portfolio produces different numbers for: - IFRS 9 impairment- Stress testing losses- Capital and risk-weighted assetsThese differences are often not wrong - but they are poorly connected, weakly governed, and difficult to explain under regulatory scrutiny.This book addresses that gap.Why This Book Was WrittenRegulators today do not ask only what the numbers are.They ask: - Why do these numbers change under stress - How does stress flow through staging, ECL, and capital - Can the results be reproduced - Can management actions be justified - Can the logic be traced back to loan-level data Answering these questions requires more than formulas. It requires a structured, auditable, and executable framework.This book presents such a framework using SAS as the execution engine.What Makes Stress Testing DifferentStress testing is not just about applying shocks.It is about understanding: - How macroeconomic deterioration affects credit risk parameters- How stage migration amplifies losses- How forward-looking overlays change lifetime expectations- How stressed losses translate into capital impactWhen stress testing is isolated from IFRS 9 and capital, it creates confusion rather than insight.Integration turns stress testing into a powerful narrative tool.Why SAS Is Central to This FrameworkSAS remains the dominant platform in regulated banking environments for a reason: - Deterministic processing- Transparent data handling- Strong governance and auditability- Proven scalabilityThis book does not treat SAS as a coding language.It treats SAS as an evidence platform - one that can support regulatory reviews, internal audits, and board-level discussions.All examples in this book are implemented using clear, reproducible SAS logic, designed to be explained line-by-line.Who This Book Is ForThis book is written for: - Risk professionals working on stress testing and IFRS 9- Capital and ICAAP teams- Model validation and audit teams- Regulators and supervisory reviewers- SAS practitioners supporting risk and finance functionsIt assumes familiarity with basic credit risk concepts but does not assume prior stress testing expertise.…

Paperback. Etat : new. Paperback. Operational risk is no longer just internal failures, human error, fraud, or process breakdowns. It has entered a new, more dangerous era - the climate era.Banks today face heatwaves that threaten data centres, floods that shut down branches and ATMs, storms that break networks, droughts that weaken cooling systems, and transition policies that strain technology, vendors, and compliance operations.Yet the financial world has no complete framework to measure or model these climate-driven operational disruptions. until now.This book is the first in the world to introduce Climate-Adjusted Operational Risk (CA-OpRisk) - a fully developed discipline that merges: Climate scienceOperational risk modellingInfrastructure fragility analysisVendor climate dependencyDigital and physical outage modellingNGFS-aligned climate scenariosSAS-based implementationThrough simple explanations and advanced frameworks, this book shows exactly how climate hazards translate into real operational losses - and how banks can quantify them.Inside, you will learn how to: Build climate-operational transmission models Map heat, flood, storm, and drought risks to operational failures Construct climate-adjusted frequency and severity curves Create SAS datasets for hazard-linked operational loss modelling Integrate NGFS scenarios into annual loss distributions Assess vendor climate risk and system fragility Stress test operational resilience under different climate futuresYou also get three world-class case studies revealing: - How a heatwave triggers data-centre thermal failure- How floods disrupt branches, telecom lines, and payments- How rapid climate-transition policy collapses operational controlsThis is the first book that gives banks, regulators, and analysts a practical, implementable, and data-driven framework for navigating the next decade of climate-driven operational risk.If you want to understand how climate change will reshape the world of banking - not in theory, but in actual measurable risk - this book is your complete guide. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Etat : new. Paperback. Credit Risk Modelling in Islamic Banking using SAS (Shariah Compliant - A to Z of Islamic Banking Modelling)By Sameer ShaikhThe World's First Practical Guide to Islamic Credit Risk Modelling with SASAbout the BookThis groundbreaking book is the first in the world to provide a step-by-step, practitioner-level guide to Credit Risk Modelling in Islamic Banking, using the power of SAS.Unlike conventional risk modelling texts, this book is entirely Shariah-compliant. It covers Murabaha, Ijara, Musharaka, and Mudarabah contracts-showing how Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) can be modelled under IFRS 9, Basel III/IV, and ICAAP frameworks, while adhering to AAOIFI and IFSB Islamic standards.Every chapter blends real-world datasets, SAS code, stress-testing examples, and Islamic regulatory overlays, making this book a unique blend of Islamic finance + quantitative modelling + global regulatory compliance.What You'll LearnData Preparation & Staging - How to build Islamic banking datasets for PD/LGD/EAD modelling.Scorecards & PD Models - Application, behavioral, and collection scorecards for Shariah-compliant products.FRS 9 & Basel Integration - Stage migration, ECL calculations, ICAAP, and capital impact.Stress Testing - Designing oil-price shock, real-estate stress, and Islamic deposit withdrawal scenarios. Governance & Shariah Boards - How defaults, repossessions, and restructurings are handled under Islamic principles.Case Studies - Step-by-step practical case studies: from origination default ECL ICAAP capital provisioning.Global Comparisons - How UK/US/European banks implement IFRS 9 vs how Islamic banks adapt these.Who Should Read This Book?Bankers & Risk Professionals - CROs, Risk Managers, and Modelling Specialists looking for hands-on Islamic finance modelling.Compliance & Regulators - Understand Shariah overlays in PD/LGD/EAD and IFRS 9 staging.Consultants & Auditors - Benchmark Islamic models against Basel/IFRS global practices.Students & Academics - A one-of-a-kind textbook for Islamic finance, credit risk, and SAS-based analytics.Global Risk Managers - Especially in India, GCC, Malaysia, and Europe, where Islamic windows and finance are expanding. Why This Book is Unique First book worldwide to cover Islamic credit risk modelling with SAS. Fully Shariah-compliant methodology, aligned with AAOIFI & IFSB standards.Includes end-to-end SAS code (available via GitHub) so readers can replicate every example. Bridges Islamic finance principles with global regulatory standards (Basel, IFRS 9, ICAAP, CCAR).Written by Sameer Shaikh, a SAS Viya Architect and Credit Risk Specialist with 14+ years in India & UAE banking/AML consulting. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Etat : New. Print on Demand.

PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Etat : new. Paperback. Stress testing has evolved from a periodic regulatory exercise into a core decision-making tool for banks, regulators, and risk professionals. What was once treated as a standalone compliance activity is now expected to be fully integrated with IFRS 9 expected credit loss, capital adequacy, and management actions.Yet in practice, many institutions still struggle to explain one consistent story.The same portfolio produces different numbers for: IFRS 9 impairmentStress testing lossesCapital and risk-weighted assetsThese differences are often not wrong - but they are poorly connected, weakly governed, and difficult to explain under regulatory scrutiny.This book addresses that gap.Why This Book Was WrittenRegulators today do not ask only what the numbers are.They ask: Why do these numbers change under stress?How does stress flow through staging, ECL, and capital?Can the results be reproduced?Can management actions be justified?Can the logic be traced back to loan-level data?Answering these questions requires more than formulas. It requires a structured, auditable, and executable framework.This book presents such a framework using SAS as the execution engine.What Makes Stress Testing DifferentStress testing is not just about applying shocks.It is about understanding: How macroeconomic deterioration affects credit risk parametersHow stage migration amplifies lossesHow forward-looking overlays change lifetime expectationsHow stressed losses translate into capital impactWhen stress testing is isolated from IFRS 9 and capital, it creates confusion rather than insight.Integration turns stress testing into a powerful narrative tool.Why SAS Is Central to This FrameworkSAS remains the dominant platform in regulated banking environments for a reason: Deterministic processingTransparent data handlingStrong governance and auditabilityProven scalabilityThis book does not treat SAS as a coding language.It treats SAS as an evidence platform - one that can support regulatory reviews, internal audits, and board-level discussions.All examples in this book are implemented using clear, reproducible SAS logic, designed to be explained line-by-line.Who This Book Is ForThis book is written for: Risk professionals working on stress testing and IFRS 9Capital and ICAAP teamsModel validation and audit teamsRegulators and supervisory reviewersSAS practitioners supporting risk and finance functionsIt assumes familiarity with basic credit risk concepts but does not assume prior stress testing expertise. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Paperback. Etat : new. Paperback. Credit Risk Modelling - A to Z for PD Models (SAS Edition)Build a bank-grade Probability of Default (PD) model from scratch-using SAS, end to end.This first-of-its-kind, SAS-focused book takes you from raw banking data to a production-ready PD scorecard, with every step shown in executable code.What makes this book different100% SAS: Base SAS, PROC SQL, PROC LOGISTIC/HPLOGISTIC, plus practical macros used in real projects.Hands-on, not just theory: every chapter includes working programs you can adapt immediately.Regulatory alignment: maps modelling work to Basel expectations, IFRS 9, ICAAP/CCAR, documentation and governance.Realistic data, safely: all examples use synthetic datasets designed to mirror real bank structures.End-to-end lifecycle: ingestion feature engineering WoE/IV logistic regression score scaling cutoffs/banding deployment monitoring/backtesting.Case study you can run: a complete PD build that ties everything together.What you will learnHow to source and stitch core banking, bureau, delinquency (DPD) and collections data in SAS.Robust feature engineering on wide, messy datasets (including how to tame duplicates and drift).Weight of Evidence (WoE) binning and Information Value (IV) to select predictive variables the way banks do.Building and explaining logistic regression PD models (odds, coefficients, diagnostics, KS/AUC/Lift).Scaling scores, defining risk bands and business cutoffs.Setting up monitoring with PSI, stability checks, challenger vs. champion, and recalibration triggers.Packaging code for deployment and audit-ready documentation.Who it's forRisk analysts, SAS developers, model validators, data scientists and managers who want a clear, actionable path to a compliant PD model-without switching tools.What's includedFull SAS programs and a synthetic dataset via GitHub (safe for public use).Reusable macros, templates and governance checklists.Clear explanations written for practitioners, with just enough theory to justify decisions.If you build credit risk models in SAS-or need to validate, monitor and govern them-this book is your practical blueprint from zero to production. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Etat : new. Paperback. IntroductionSAS Credit Risk Modelling - LGD: A to Z of LGD ModellingLoss Given Default (LGD) is the most end-to-end driven component of credit risk modelling. Unlike PD or EAD, LGD is not a single modelling step-it is a complete lifecycle that starts with raw data and ends with deployment, monitoring, and regulatory defence.Most LGD material available today focuses only on the final estimation technique. It assumes that default definition, recovery construction, discounting, write-offs, restructuring, governance, and deployment are already correct or not critical. In real banks, this assumption is wrong.LGD models fail far more often because earlier steps were incomplete or poorly designed than because of weak modelling techniques.This book exists to close that gap.SAS Credit Risk Modelling - LGD: A to Z of LGD Modelling is written to cover every step of LGD credit risk modelling from start to finish, exactly as it is performed in real banking environments.What "A to Z" Means in This Book"A to Z" in this book is literal.This book documents the entire LGD lifecycle, including steps that are rarely explained together in one place, but are routinely reviewed by validators, auditors, and regulators: LGD foundations and regulatory contextGovernance, ownership, and model lifecycleLGD-specific data architecture and source systemsDefault definition and default event constructionRecovery cashflow identification and validationRecovery timing and present-value discountingWrite-offs, collateral haircuts, and net recoveryRestructuring and forbearance treatmentObserved LGD target constructionObservation and recovery windowsLGD-specific feature engineeringBinning and variable reduction for LGDStability and leakage checksLGD modelling techniques used in banksFull SAS implementation and reproducibilityValidation, calibration, downturn LGD, and stress testingDeployment, monitoring, and recalibrationIntegration with PD, EAD, IFRS 9, and BaselA complete end-to-end bank-style case studyEvery stage that materially affects LGD outcomes is covered.Why This Book Is DifferentThis book does not isolate LGD modelling from the processes around it.It treats LGD as a system, not a formula.It explains not only how each step is done, but why banks do it that way-and what goes wrong when they don't.All examples are synthetic and fictional, but the workflows, controls, and decisions reflect real banking practice.Why This Book Uses SASLGD models in real banks are built and governed in SAS environments because of transparency, auditability, and regulator acceptance.This book therefore uses clear, production-style SAS code throughout, with no black boxes and no unexplained shortcuts.How to Read This BookThis book is designed to be read sequentially.LGD is cumulative-each step depends on earlier decisions. Skipping chapters risks misunderstanding downstream logic, just as in real LGD projects.Final NoteThis book is written for practitioners who want to understand LGD A to Z, not just how to estimate it, but how to build, validate, deploy, monitor, and defend it in real banks.Everything that follows is designed for that purpose. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Paperback. Etat : New.

Paperback. Etat : New.

Paperback. Etat : New.

Etat : New. Print on Demand.