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Credit Risk Scorecards: Development and Implementation Using SAS

by Mamdouh Refaat
Save 14% Save 14%
Current price ₹10,058.00
Original price ₹11,694.00
Original price ₹11,694.00
Original price ₹11,694.00
(-14%)
₹10,058.00
Current price ₹10,058.00

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Book cover type: Hardcover
  • ISBN13: 9781447511199
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Lulu.com
  • Publisher Imprint: Lulu.com
  • Publication Date:
  • Pages: 428
  • Original Price: GBP 89.95
  • Language: English
  • Edition: N/A
  • Item Weight: 794 grams
  • BISAC Subject(s): General

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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