Credit Risk Scorecards: Development and Implementation Using SAS
R 3,055
or 4 x payments of R763.75 with
Availability: Currently in Stock
Delivery: 10-20 working days
Condition: USED (All books are in used condition)
Condition - Very Good The item shows wear from consistent use, but it remains in good condition and functions properly. Item may arrive with damaged packaging or be repackaged. It may be marked, have identifying markings on it, or have minor cosmetic damage. It may also be missing some parts/accessories or bundled items.
Credit Risk Scorecards: Development and Implementation Using SAS
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.
