Developing Credit Risk Models Using SAS® …

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Iain L. J. Brown, PhDDeveloping Credit Risk Models Using SAS Enterprise Miner a nd SAS/STAT Theory and ApplicationsContents About this Book ........................................ ........................................ ........ ix About the Author ........................................ ........................................ .... xiii Acknowledgments ........................................ ........................................ ....xv Chapter 1 Introduction ........................................ ...................................... 1 Book 1 Overview of Credit Risk modeling ........................................ ........................................ .......... 2 Regulatory Environment.

2 Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT The remaining chapters are structured as follows: Chapter 2 covers the area of sampling and data pre-processing. This chapter defines and contextualizes issues such as variable selection, missing values, and outlier detection within the area of credit risk modeling…

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