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Credit Risk Scorecards: Development and Implementation Using SAS

Credit Risk Scorecards: Development and Implementation Using SAS

Hardcover

Business General

ISBN10: 1447511190
ISBN13: 9781447511199
Publisher: Lulu Pr
Published: Apr 29 2011
Pages: 428
Weight: 1.75
Height: 1.06 Width: 6.00 Depth: 9.00
Language: English
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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