Developing credit risk models using SAS Enterprise Miner and SAS/STAT theory and applications
This book combines both theoretical explanation and practical applications to demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. Brown breaks down the required modeling steps and details how this would be achieved through the implem...
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| Format: | eBook |
| Language: | English |
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Cary, NC
SAS Institute
2014
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | This book combines both theoretical explanation and practical applications to demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. 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. -- |
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| Item Description: | Includes index |
| Physical Description: | 1 online resource illustrations |
| ISBN: | 9781629594866 1629594881 1629594865 1612906915 1629594873 9781629594873 9781629594880 |