Credit Risk Scorecards: Development and Implementation Using SAS - Tapa dura

Refaat, Mamdouh

 
9781447511199: Credit Risk Scorecards: Development and Implementation Using SAS
Tapa dura
ISBN 10: 1447511190 ISBN 13: 9781447511199
Editorial: Lulu.com, 2011

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Lulu.com
Año de publicación
2011
Idioma
Inglés
ISBN 10 
1447511190
ISBN 13 
9781447511199
Encuadernación
Tapa dura
Número de páginas
428
Contacto del fabricante
no disponible
Persona responsable
HACHETTE LIVRE SA
https://www.hachette.fr/

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Francia