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Lulu Credit Risk Scorecards: Development and Implementation Using SAS
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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.
Product Specifications
- Brand
- Lulu
- Format
- Hardcover
- ASIN
- 1447511190
- Category
- Books > Subjects
- Domain
- Amazon UK
- Release Date
- 29 April 2011
- Listed Since
- 07 July 2011
Barcode
No barcode data available
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