Mamdouh Refaat

Credit Risk Scorecards: Development and Implementation Using Sas Mamdouh Refaat

This book provides a systematic presentation of credit risk scorecard development and implementation. The text covers the theoretical foundations, the practical implementation and programming using SAS. The book topics include : ? Data acquisition - data preparation ? EDA, predictive measures and variable selection ? Optimal segmentation and binning ? Coarse classing and WOE transformations ? Development of logistic regression models ? Methods of model assessment and evaluation ? Scorecard creation and scaling ? Automatic generation of scoring code (SAS, SQL, C) ? Scorecard monitoring and reporting ? Reject inference The SAS implementation contains over 50 ready-to-use SAS macros that can be implemented in the automation of the scorecard creation process.