Credit Risk Scorecards | Development and Implementation Using SAS

Mamdouh Refaat

ISBN 10: 1447511190 / ISBN 13: 9781447511199

Verlag: 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. Bestandsnummer des Verkäufers 106878188

Inhaltsangabe:

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.

Bibliografische Details

Titel: Credit Risk Scorecards | Development and ...
Verlag: Lulu.com
Erscheinungsdatum: 2011
Einband: Buch
Zustand: Neu