New Book: Credit risk analytics, The R Companion


Credit risk analytics in R will enable you to build credit risk models from start to finish. Accessing real credit data via the accompanying website, you will master a wide range of applications, including building your own PD, LGD and EAD models as well as mastering industry challenges such as reject inference, low default portfolio risk modeling, model validation and stress testing. This book has been written as a companion to Baesens, B., Roesch, D. and Scheule H., Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS, John Wiley & Sons, 2016. Bart Baesens is a professor of Big Data and Analytics at KU Leuven (Belgium) and a lecturer at the University of Southampton (United Kingdom). He has written more than 200 scientific papers and 10 books.