Credit Risk Scorecards: Development and Implementation Using SAS

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.

• Intelligent Credit Scoring: Building and Implementing Better Credit Risk Scorecards (Wiley and SAS Business Series)
• Developing Credit Scorecards Using Credit Scoring for SAS Enterprise Miner 12.1
• Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS (Wiley and SAS Business Series)
• Living with CECL: Mortgage Modeling Alternatives
• The Validation of Risk Models: A Handbook for Practitioners (Applied Quantitative Finance)
• CREDIT RISK MODELS with DATA MINING TOOLS