This book provides a systematic presentation of credit risk scorecard development and implementation. The text covers the theoretical foundations, the practical implementation and programming using SAS. The book topics include :
• Data acquisition - data preparation
• EDA, predictive measures and variable selection
• Optimal segmentation and binning
• Coarse classing and WOE transformations
• Development of logistic regression models
• Methods of model assessment and evaluation
• Scorecard creation and scaling
• Automatic generation of scoring code (SAS, SQL, C)
• Scorecard monitoring and reporting
• Reject inference
The SAS implementation contains over 50 ready-to-use SAS macros that can be implemented in the automation of the scorecard creation process.
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