Model building is described in detail, and seeks to clarify the main issues concerned with model building, how to Developing, Validating and Using Internal Ratings; Contents; Preface; About the authors; 1 The emergence of credit ratings tools; 2 Classifications and key concepts of credit risk; 3 Rating assignment methodologies; 4 Developing a statistical-based rating system; 5 Validating rating models; 6 Case study: Validating Pan Alp Bank's statistical-based rating system for financial institutions; 7 Ratings usage opportunities and warnings; Bibliography; Index.
Model building is described in detail, and seeks to clarify the main issues concerned with model building, how to use statistical tools and interpret results.
This book provides a thorough analysis of internal rating systems.
Two case studies are devoted to building and validating statistical-based models for borrowers’ ratings, using SPSS-PASW and SAS statistical packages.
Key Features: * Presents an accessible framework for bank managers, students and quantitative analysts, combining strategic issues, management needs, regulatory requirements and statistical bases.
* Discusses available methodologies to build, validate and use internal rate models.
Pearson Hall and Robinson Center on the Lawrence campus. Topics to be covered include: advanced IRT models for dichotomous and polytomous, multidimensional, rater effects, and testlet-based item response data, estimation of parameters for these models and related software, and goodness of fit tests. The topics covered are: Programming with Fortran languages, data manipulation and management, analysis, simulation of data according to statistical and psychometric models, numerical techniques for matrix operations, sampling from distributions, solutions for non-linear equations, and Markov-Chain Monte-Carlo techniques. The course will review both the conceptual issues and methodological issues in using hierarchical linear modeling by working step-by-step with real data sets. The focus will be on measurement issues, but depending on class interest topics will vary. A primary focus will be on how psychometric models can be used with diagnostic subscores that are more reliable and less correlated than traditional approaches. Prerequisite: EPSY 905 or equivalent or consent of instructor. In most cases, you will use the catalog of the year you entered KU (see your School of Education advisor for details). There is a great demand for more useful, more actionable test scores. The goals of the class are to introduce Bayesian inference, starting from the philosophical perspective, and provide methods for implementing Bayesian analysis for a variety of different statistical models. This course is designed to provide students with a knowledge foundation of clinical supervision and consultation theories and models, modes/formats of supervision, the supervisory/consulting relationship, legal and ethical considerations in the provision of supervision/consultation, and supervision research issues. Bachelor of Science in Education Master of Arts in Curriculum and Instruction Master of Science in Education in Curriculum and Instruction Doctor of Education in Curriculum and Instruction Doctor of Philosophy in Curriculum and Instruction Graduate Certificate in Reading Master of Science in Education in Educational Administration Master of Science in Education in Educational Technology Master of Science in Education in Higher Education Administration Master of Science in Education in Social and Cultural Studies in Education Doctor of Education in Educational Leadership and Policy Studies Doctor of Philosophy in Educational Leadership and Policy Studies Graduate Certificate in Learning and Performance Technology Master of Science in Counseling Psychology Doctor of Philosophy in Couseling Psychology Master of Science in Education in Educational Psychology and Research Doctor of Philosophy in Educational Psychology and Research Specialist in Education in School Psychology Doctor of Philosophy in School Psychology Bachelor of Science in Education Bachelor of Science in Athletic Training Bachelor of Science in Exercise Science and Sport Management Minor in Sport Management Master of Science in Education in Health, Sport, and Exercise Sciences Doctor of Philosophy in Health, Sport, and Exercise Sciences Undergraduate Certificate in KU Transition to Postsecondary Education Master of Science in Education in Special Education Doctor of Education in Special Education Doctor of Philosophy in Special Education Graduate Certificate in Autism Spectrum Disorder Graduate Certificate in Leadership in Special and Inclusive Education Founded in 1909, the University of Kansas School of Education educates future teachers, administrators, counselors, psychologists, and health and sport professionals. Computer-based testing holds the promise of increasing test validity and reliability while reducing the logistical problems associated with large-scale assessment. Traditional large-scale group administered tests do not provide this kind of information due to low reliabilities of, or high inter-correlations among, sub-scores. Advanced Studies in Educational Psychology and Research. A course designed to offer a comprehensive view of the field of educational psychology and research. Class time is balanced between theoretical perspectives and practical applications. This book looks at credit risk management, key concepts, measures and tools and focuses on possible approaches to rating, analysing and comparing expert judgment-based approaches, statistical based models and numerical tools.Two case studies are presented which focus on model building and validation.