Credit Risk Scorecards : Development and Implementation Using SAS
Overview
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.
This item is Non-Returnable
Customers Also Bought
Details
- ISBN-13: 9781447511199
- ISBN-10: 1447511190
- Publisher: Lulu.com
- Publish Date: April 2011
- Dimensions: 9 x 6 x 1.06 inches
- Shipping Weight: 1.75 pounds
- Page Count: 428
Related Categories
