Developing credit risk models using SAS Enterprise Miner and SAS/STAT : theory and applications

Format:

Book

Author/Creator:

Brown, Iain L. J., Author.

Language:

English

Subjects (All):

SAS (Computer file).

Physical Description:

1 online resource (1 volume) : illustrations

Edition:

1st edition

Place of Publication:

[Place of publication not identified] SAS Institute 2014

Language Note:

English

System Details:

text file

Summary:

Combine complex concepts facing the financial sector with the software toolsets available to analysts. The credit decisions you make are dependent on the data, models, and tools that you use to determine them. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications combines both theoretical explanation and practical applications to define as well as demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. The ultimate goal of credit risk is to reduce losses through better and more reliable credit decisions that can be developed and deployed quickly. In this example-driven book, Dr. Brown breaks down the required modeling steps and details how this would be achieved through the implementation of SAS Enterprise Miner and SAS/STAT. Users will solve real-world risk problems as well as comprehensively walk through model development while addressing key concepts in credit risk modeling. The book is aimed at credit risk analysts in retail banking, but its applications apply to risk modeling outside of the retail banking sphere. Those who would benefit from this book include credit risk analysts and managers alike, as well as analysts working in fraud, Basel compliancy, and marketing analytics. It is targeted for intermediate users with a specific business focus and some programming background is required. Efficient and effective management of the entire credit risk model lifecycle process enables you to make better credit decisions. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications demonstrates how practitioners can more accurately develop credit risk models as well as implement them in a timely fashion. This book is part of the SAS Press Program.

Notes:

Bibliographic Level Mode of Issuance: Monograph

ISBN:

9781629594880

1629594881

OCLC:

900547333