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Credit Risk Scorecards: Development and Implementation Using SAS

Credit Risk Scorecards: Development and Implementation Using SAS - Hardcover

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Availability:In StockContributor:Mamdouh RefaatPublish date:2011-04-29Pages:428
Language:EnglishPublisher:Lulu.comISBN-13:9781447511199ISBN-10:1447511190UPC:9781447511199Book Category:Business & EconomicsSize:9.00 x 6.00 x 1.06 inchesWeight:1.7527Product ID:SC3CY3TBNF
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.
Language:EnglishPublisher:Lulu.comISBN-13:9781447511199ISBN-10:1447511190UPC:9781447511199Book Category:Business & EconomicsSize:9.00 x 6.00 x 1.06 inchesWeight:1.7527Product ID:SC3CY3TBNF
Publisher: Lulu.com

Contributor(s)

Mamdouh Refaat

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