Credit Risk Scorecards | Development and Implementation Using SAS

Mamdouh Refaat

ISBN 10: 1447511190 / ISBN 13: 9781447511199

Edité par Lulu.com, 2011

Credit Risk Scorecards | Development and Implementation Using SAS | Mamdouh Refaat | Buch | Gebunden | Englisch | 2011 | [.] | EAN 9781447511199 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. N° de réf. du vendeur 106878188

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.

Détails bibliographiques

Titre : Credit Risk Scorecards | Development and ...
Éditeur : Lulu.com
Date d'édition : 2011
Reliure : Buch
Etat : Neu