ler totalmente Econometric IFRS9 and Stress Test Models using SAS, Python and R

The primary purpose of this book is to illustrate the model building process of econometric longitudinal and survival models using SAS/STAT, Python and R, incorporating economic variables, with a focus on business cases. The book emphasizes techniques that can be easily implemented, rather than delving into the granular detail of the underlying mathematics, and consequently will include:

• Continuous and discrete time-to-event definitions and modelling techniques
• Censor variables
• Survival function
• Hazard function
• Modelling Time-dependent variables using counting format
• Cubic spline function and logistic regression models
• The Papke-Wooldridge Econometric Fractional Model
• Econometric Recurrent Models
• Econometric Competing Risk Models

Each step is explained with regards to both statistical theory and Base SAS, SAS/STAT and SAS/ETS programming but the Python and R code will be available to download. It addresses the development and application of longitudinal, data panel and survival analysis techniques to common scenarios faced by financial services, banks, insurance companies, marketing, and the telecommunications industry. These scenarios include the following:

• Economic and customer data preparation needed for the application of modelling techniques
• Macro econometric Stress Test applied to Mortgage and Small Business portfolio for credit risk
• Lifetime Probability of Default (LT-PD) and Lifetime Loss Given Default (LT-LGD)
• Time-to-next-purchase for marketing and Cure models for credit risk using intensity (recurrent) modelling
• Application of fractional modelling applied to Loss Given Default and percent rates

Procurando Econometric IFRS9 and Stress Test Models using SAS, Python and R? Aqui você encontra tudo sobre este livro de Jorge Ribeiro em 8 de março de 2022. Nesta página estão a descrição da obra, os detalhes da edição (172 páginas) e os formatos disponíveis para baixar: pdf, epub, txt, djvu. Se você gosta de Livros Internacionais, Administração, Negócios e Economia, Indústrias e Profissões, Bancos e Bancários, explore também outros títulos da mesma categoria no Encontrando os melhores livros. Veja ainda as outras obras de Jorge Ribeiro em nosso catálogo.