About This Book
Purpose
This book sets out to empower readers with both theoretical and practical skills for developing credit risk models for Probability of Default (PD), Loss Given Default (LGD) and Exposure At Default (EAD) models using SAS Enterprise Miner and SAS/STAT. From data pre-processing and sampling, through segmentation analysis and model building and onto reporting and validation, this text aims to explain through theory and application how credit risk problems are formulated and solved.
Is This Book for You?
Those who will benefit most from this book are practitioners (particularly analysts) and students wishing to develop their statistical and industry knowledge of the techniques required for modelling credit risk parameters. ...
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