| Description |
1 online resource : illustrations |
| Note |
Includes index. |
| Summary |
This book combines both theoretical explanation and practical applications to demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. Brown breaks down the required modeling steps and details how this would be achieved through the implementation of SAS Enterprise Miner and SAS/STAT. Users will solve real-world risk problems as well as comprehensively walk through model development while addressing key concepts in credit risk modeling. The book is aimed at credit risk analysts in retail banking, but its applications apply to risk modeling outside of the retail banking sphere. Those who would benefit from this book include credit risk analysts and managers alike, as well as analysts working in fraud, Basel compliancy, and marketing analytics. It is targeted for intermediate users with a specific business focus and some programming background is required. -- Edited summary from book. |
| Bibliography |
Includes bibliographical references and index. |
| Subject |
SAS (Computer file)
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SAS (Computer file) |
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SAS (Computer program language)
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Statistics -- Data processing.
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Risk management -- Data processing.
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Credit -- Econometric models.
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Credit -- Data processing.
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SAS (Langage de programmation) |
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Statistique -- Informatique. |
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Gestion du risque -- Informatique. |
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Crédit -- Modèles économétriques. |
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Crédit -- Informatique. |
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Credit -- Data processing |
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Credit -- Econometric models |
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Risk management -- Data processing |
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SAS (Computer program language) |
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Statistics -- Data processing |
| Other Form: |
Print version: Brown, Iain L.J. Developing credit risk models using SAS Enterprise Miner and SAS/STAT : theory and applications. Cary, North Carolina : SAS Institute, 2014 9781612906911 |
| ISBN |
9781629594866 (electronic bk.) |
|
1629594865 (electronic bk.) |
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9781629594880 (electronic bk.) |
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1629594881 (electronic bk.) |
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9781629594873 |
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1629594873 |
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1612906915 (print) |
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9781612906911 (print) |
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