Credit Risk Scorecards: Development and Implementation Using

Credit Risk Scorecards: Development and Implementation Using SAS

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 : â€¢ Data acquisition - data preparation â€¢ EDA, predictive measures and variable selection â€¢ Optimal segmentation and binning â€¢ Coarse classing and WOE transformations â€¢ Development of logistic regression models â€¢ Methods of model assessment and evaluation â€¢ Scorecard creation and scaling â€¢ Automatic generation of scoring code (SAS, SQL, C) â€¢ Scorecard monitoring and reporting â€¢ 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.
Country USA
Brand Lulu
Manufacturer Lulu.com
Binding Hardcover
ItemPartNumber 9781447511199
UnitCount 1
EANs 9781447511199
ReleaseDate 0000-00-00

Credit Risk Scorecards: Development and Implementation Using SAS