Credit Risk Scorecards | Development and Implementation Using SAS
Mamdouh Refaat
ISBN 10: 1447511190 ISBN 13: 9781447511199
Published by Lulu.com, 2011
New
Buch
From
preigu, Osnabrück, Germany
Seller rating 5 out of 5 stars
AbeBooks Seller since 5 August 2024
This specific item is no longer available.
About this Item
Description:
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. Seller Inventory # 106878188
Synopsis:
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.
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: Credit Risk Scorecards | Development and ...
Publisher: Lulu.com
Publication Date: 2011
Binding: Buch
Condition: Neu