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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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Brown, Iain L. J. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cary, NC : SAS Institute, [2014]
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
Sumario: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. --
Notas:Includes index.
Descripción Física:1 online resource : illustrations
Bibliografía:Includes bibliographical references and index.
ISBN:9781629594866
1629594865
9781629594880
1629594881
9781629594873
1629594873
1612906915
9781612906911