Credit Risk Scorecards: Development and Implementation Using SAS - Couverture rigide

Refaat, Mamdouh

 
9781447511199: Credit Risk Scorecards: Development and Implementation Using SAS
Couverture rigide
ISBN 10 : 1447511190 ISBN 13 : 9781447511199
Editeur : Lulu.com, 2011

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Lulu.com
Date d'édition
2011
Langue
anglais
ISBN 10 
1447511190
ISBN 13 
9781447511199
Reliure
Relié
Nombre de pages
428
Coordonnées du fabricant
non disponible
Personne responsable
HACHETTE LIVRE SA
https://www.hachette.fr/

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France