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Credit Risk Scorecards: Development and Implementation Using SAS

4.8/5 ( ratings)

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 - 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.

Language: English

Pages: 428

Format: Hardcover

Publisher: Lulu.com

Release: April 29, 2011

ISBN: 1447511190

ISBN 13: 9781447511199

Credit Risk Scorecards: Development and Implementation Using SAS

4.8/5 ( ratings)

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 - 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.

Language: English

Pages: 428

Format: Hardcover

Publisher: Lulu.com

Release: April 29, 2011

ISBN: 1447511190

ISBN 13: 9781447511199

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