
Credit Risk Scorecards: Development and Implementation Using SAS
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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.
Details
- Publication Date
- Mar 15, 2011
- Language
- English
- ISBN
- 9781447511199
- Category
- Business & Economics
- Copyright
- All Rights Reserved - Standard Copyright License
- Contributors
- By (author): Mamdouh Refaat
Specifications
- Pages
- 427
- Binding Type
- Hardcover Case Wrap
- Interior Color
- Black & White
- Dimensions
- US Trade (6 x 9 in / 152 x 229 mm)