
Credit Risk Scorecards
Development and Implementation Using SAS
Mamdouh Refaat(Author)
Lulu.com (Publisher)
Published on 29. April 2011
Book
Hardback
428 pages
978-1-4475-1119-9 (ISBN)
Description
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.
More details
Language
English
Place of publication
London
United Kingdom
Product notice
sewn/stitched
Cloth over boards
Dimensions
Height: 235 mm
Width: 157 mm
Thickness: 30 mm
Weight
842 gr
ISBN-13
978-1-4475-1119-9 (9781447511199)
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Schweitzer Classification