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Bellini, Tiziano.
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1
Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide (in Matlab and R)
by
Bellini
,
Tiziano
.
Published: Elsevier Ltd. : Academic Press, 2016
Description: 1 online resource.
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Stress testing and risk integration in banks : a statistical framework and practical software guide (in MATLAB and R)
by
Bellini
,
Tiziano
,
Published: Academic Press, 2017
Description: 1 online resource (318 pages)
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3
IFRS 9 and CECL credit risk modelling and validation : a practical guide with examples worked in R and SAS
by
Bellini
,
Tiziano
,
Published: Academic Press, 2019
Description: 1 online resource.
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Related Subjects
Banks and banking
Credit derivatives Mathematical models
Financial risk management
R (Computer program language)
Risk management Mathematical models
SAS (Computer program language)
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