Credit Risk Modeling Using Sas

Credit Risk Modeling Using Sas
Last updated 5/2023
MP4 | Video: h264, 1280×720 | Audio: AAC, 44.1 KHz

Learn Credit Risk Scorecard Development step by step from scratch. Learn model development, validation & calibration.

What you’ll learn

Learn model development and validation

Understand SAS programming steps

Understand SAS programming output interpretation

Learn the process flow in model development, validation and calibration step by step from scratch

Understand the science and logic behind model development

Learn data preparation in depth

Requirements

Basic Knowledge of SAS

Zeal and enthusiasm for learning a new skill

Computer with internet connection

SAS Studio

Description

Overview

Section 1: Introduction

Lecture 1 Introduction

Section 2: Conceptual Framework

Lecture 2 Model Design Parameters

Lecture 3 Exclusions

Lecture 5 Factors of Model Design Parameters

Lecture 6 Business Understanding and Model Selection

Lecture 7 Sample Data Fields

Lecture 8 Vintage Analysis

Lecture 9 Roll Rate Analysis

Section 3: Model Development

Lecture 10 Algorithm for Scorecard Development

Lecture 11 Detecting Missing and Outlier Values

Lecture 12 Removing Missing Values

Lecture 13 Importance of Information Value

Lecture 14 Understanding Fine and Coarse Classing

Lecture 15 Example of Fine and Coarse Classing

Lecture 16 Information Value Range

Lecture 17 Calculating WOE and IV Values

Lecture 19 Checking for Multicollinearity

Lecture 20 Concordance and Discordance

Lecture 21 Somers’ D and C Statistics

Lecture 22 Rank Ordering, KS Statistics and Gini Coefficient

Lecture 23 Goodness of Fit Test

Lecture 24 Clustering Check

Section 4: Validation and Accuracy Check

Lecture 25 Model Validation

Lecture 26 Brier Score