Credit Risk Scorecards - Refaat, Mamdouh
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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…mehr

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Produktbeschreibung
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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