{ "item_title" : "Credit Risk Modelling in Islamic Banking using SAS", "item_author" : [" Sameer Shaikh "], "item_description" : "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 UniqueFirst 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.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/9/79/826/830/9798268308600_b.jpg", "price_data" : { "retail_price" : "12.00", "online_price" : "12.00", "our_price" : "12.00", "club_price" : "12.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

Overview

Customers Also Bought

Details