CREDIT RISK SCORECARDS: DEVELOPMENT AND IMPLEMENTATION USING SAS BY MAMDOUH REFAAT

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CREDIT RISK SCORECARDS: DEVELOPMENT AND IMPLEMENTATION USING SAS BY MAMDOUH REFAAT PDF

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CREDIT RISK SCORECARDS: DEVELOPMENT AND IMPLEMENTATION USING SAS BY MAMDOUH REFAAT PDF

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CREDIT RISK SCORECARDS: DEVELOPMENT AND IMPLEMENTATION USING SAS BY MAMDOUH REFAAT PDF

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. ● ● ● ● ● ● ●

Sales Rank: #704084 in Books Published on: 2011-04-29 Original language: English Number of items: 1 Dimensions: 9.02" h x 1.06" w x 5.98" l, 1.75 pounds Binding: Hardcover 428 pages

Most helpful customer reviews 0 of 0 people found the following review helpful. excellent book! By Edgar One of the best books I've ever read about Credit Scoring 0 of 0 people found the following review helpful. The best manual By Amazon Customer Excellent book See all 2 customer reviews...

CREDIT RISK SCORECARDS: DEVELOPMENT AND IMPLEMENTATION USING SAS BY MAMDOUH REFAAT PDF

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