Credit Risk Scorecards | Development and Implementation Using SAS
Mamdouh Refaat
ISBN 10: 1447511190 ISBN 13: 9781447511199
Editorial: Lulu.com, 2011
Nuevos
Buch
Librería:
preigu, Osnabrück, Alemania
Calificación del vendedor: 5 de 5 estrellas
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Descripción
Descripción:
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 ref. del artículo 106878188
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.
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.
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Detalles bibliográficos
Título: Credit Risk Scorecards | Development and ...
Editorial: Lulu.com
Año de publicación: 2011
Encuadernación: Buch
Condición: Neu