Developing Credit Risk Scorecard using SAS
Learn Model Development and Credit Risk Analytics using SAS. Understand the step-by-step process of creating a credit risk scorecard and validating the model. Suitable for beginners and advanced learners in the field of financial risk management.
Learn Model DevelopmentUnderstand step by step application of SAS codesUnderstand output interpretationAligning Analytics with Business RequirementsComplete end to end credit risk scorecard developmentModel Validation and CalibrationCredit Risk Analytics is undoubtedly a very crucial activity in the field of financial risk management in banking and finance industries worldwide. This course is meant to teach you the process of creating a credit risk scorecard step by step from scratch and how to validate and calibrate the final model. It takes you through the various steps and the logic behind each and every step with a clear demonstration and interpretation of output using SAS. The course is divided into sections like theoretical framework where the essential theoretical background is explained. In the model development phase the various steps of model building is explained using SAS which includes data preparation, model building with the algorithm, essential checks to perform around the model and addressing vital model parameters like multicollinearity and variable selection. It finally ends with the demonstration of validation steps and calibration of model using SAS. The dataset is also provided for your practice. The dataset used in this course depicts a real world banking dataset and the variables are selected keeping in mind the real world banking practices.This course is suitable for beginners as well as advanced learners or working professionals in this field as all the concepts are explained in a very easy to understand manner. Who this course is for:StudentsAnalytics ProfessionalsBeginners SAS developers intending to transition towards risk analytics
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