Free PDF 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
Free PDF Credit Risk Scorecards: Development and Implementation Using SAS, by Mamdouh Refaat
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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 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
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