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Book Cover
E-book
Author Brown, Iain L. J., author

Title Developing credit risk models using SAS Enterprise Miner and SAS/STAT : theory and applications / Iain L.J. Brown
Published Cary, NC : SAS Institute, [2014]
©2014

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Description 1 online resource : illustrations
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. -- Edited summary from book
Notes Includes index
Bibliography Includes bibliographical references and index
Notes Online resource; title from title page (Safari, viewed January 15, 2015)
SUBJECT SAS (Computer file) http://id.loc.gov/authorities/names/n88028236
SAS (Computer file) fast (OCoLC)fst01364029
Subject SAS (Computer program language)
Statistics -- Data processing.
Risk management -- Data processing
Credit -- Econometric models
Credit -- Data processing
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Credit -- Data processing.
Credit -- Econometric models.
Risk management -- Data processing.
SAS (Computer program language)
Statistics -- Data processing.
Form Electronic book
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