Credit Risk Modelling in Islamic Banking using SAS (CREDIT RISK MODELLING USING SAS)

By Sameer Shaikh
📌 The World's First Practical Guide to Islamic Credit Risk Modelling with SAS
🔹 About the Book
This 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 Learn
✔ Data 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.
✔ IFRS 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.

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