ISBN: 9798268308600 - credit risk modelling in islamic banking using sas (credit risk modelling using sas) (3 Ergebnisse)

Paperback. Zustand: New.

Taschenbuch. Zustand: Neu. Neuware - Credit Risk Modelling in Islamic Banking using SAS (Shariah Compliant - A to Z of Islamic Banking Modelling)By Sameer ShaikhThe World's First Practical Guide to Islamic Credit Risk Modelling with SASAbout the BookThis groundbreaking book is the first in the world to provide a step-by-step, practitioner-level guide to Credit Risk Modelling in Islamic Banking, using the power of SAS.Unlike conventional risk modelling texts, this book is entirely Shariah-compliant. It covers Murabaha, Ijara, Musharaka, and Mudarabah contracts-showing how Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) can be modelled under IFRS 9, Basel III/IV, and ICAAP frameworks, while adhering to AAOIFI and IFSB Islamic standards.Every chapter blends real-world datasets, SAS code, stress-testing examples, and Islamic regulatory overlays, making this book a unique blend of Islamic finance + quantitative modelling + global regulatory compliance.What You'll LearnData Preparation & Staging - How to build Islamic banking datasets for PD/LGD/EAD modelling.Scorecards & PD Models - Application, behavioral, and collection scorecards for Shariah-compliant products.FRS 9 & Basel Integration - Stage migration, ECL calculations, ICAAP, and capital impact.Stress Testing - Designing oil-price shock, real-estate stress, and Islamic deposit withdrawal scenarios. Governance & Shariah Boards - How defaults, repossessions, and restructurings are handled under Islamic principles.Case Studies - Step-by-step practical case studies: from origination ? default ? ECL ? ICAAP capital provisioning.Global Comparisons - How UK/US/European banks implement IFRS 9 vs how Islamic banks adapt these.Who Should Read This Book - Bankers & Risk Professionals - CROs, Risk Managers, and Modelling Specialists looking for hands-on Islamic finance modelling.- Compliance & Regulators - Understand Shariah overlays in PD/LGD/EAD and IFRS 9 staging.- Consultants & Auditors - Benchmark Islamic models against Basel/IFRS global practices.- Students & Academics - A one-of-a-kind textbook for Islamic finance, credit risk, and SAS-based analytics.- Global Risk Managers - Especially in India, GCC, Malaysia, and Europe, where Islamic windows and finance are expanding. Why This Book is Unique- First book worldwide to cover Islamic credit risk modelling with SAS.- Fully Shariah-compliant methodology, aligned with AAOIFI & IFSB standards.- Includes end-to-end SAS code (available via GitHub) so readers can replicate every example.- Bridges Islamic finance principles with global regulatory standards (Basel, IFRS 9, ICAAP, CCAR).- Written by Sameer Shaikh, a SAS Viya Architect and Credit Risk Specialist with 14+ years in India & UAE banking/AML consulting.…

Paperback. Zustand: New.