Basel Irb Credit Risk Modeling Using Sas: Pd, Lgd, Ead
Published 12/2025
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz, 2 Ch
Language: English | Duration: 7h 3m | Size: 3.87 GB
A Hands-On Guide to build Basel regulatory credit risk models under Basel IRB using SAS
What you'll learn
Gain a comprehensive understanding of the Basel Advanced Internal Ratings-Based (A-IRB) approach and its role in regulatory capital requirements
Learn how to develop and implement Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) using SAS
Master techniques for validating credit risk models in line with regulatory expectations and best practices
Use SAS to apply statistical methods, such as logistic regression and...