Something that might be appreciated by the ozrisk community is a series of book reviews. Amazon reveals a couple of dozen books particularly relevant to credit risk analytics, and Basel. Would any of you readers out there like to offer a review or at least an opinion on books you have used?
I don’t currently have any books to hand, but recall favourable impressions of Lyn Thomas’s book and Naeem Siddiqi’s work in the shape of SAS training materials.
Credit Scoring and Its Applications
by Lyn C. Thomas , David B. Edelman , Jonathan N. Crook
Credit Risk Scorecards: Developing and Implementing Intelligent Credit Scoring
by Naeem Siddiqi