Developing Credit Risk Scorecard Using SAS
Developing Credit Risk Scorecard Using SAS
Video: .mp4 (1280x720) | Audio: AAC, 44100 kHz, 2ch | Size: 895.75 Mb
Genre: eLearning Video | Duration: 1h 53m | Language: English
Video: .mp4 (1280x720) | Audio: AAC, 44100 kHz, 2ch | Size: 895.75 Mb
Genre: eLearning Video | Duration: 1h 53m | Language: English
Learn the data analysis and processes behind consumer lending and how to develop, validate & monitor credit risk scorecards using analytics & SAS. This class is all about credit risk scorecard development / logistic regression model building using SAS. The entire model building and validation exercise has been explained in a step by step easy to understand manner.
Some of the discussion item would be:
Introduction to scorecard modelling
How do you decide the performance window?
Exclusions and bad definition (Roll rate analysis)
How do you perform data treatment?
How to go for variable selection? How to deal with numeric variables and character variables?
How do you treat multicollinearity scientifically?
Sampling, model development plain vanilla, model selection technique, Final model selection and validation
How do you interpret SAS output and develop next SAS code accordingly?
Step by step workout - model development on an example data set
Information value, WOE, Fine and coarse classing, KS statistics,Somers'D,Concordant, Brier score
Final scorecard template