Developing Credit Risk Scorecard Using SAS

Learn about the data analysis behind consumer lending. Also, how to validate and monitor credit risk scorecards with SAS and analytics. This class focuses on credit risk scorecard design / logistic regression modeling using SAS. This tutorial will walk you through the entire process of building and validating models.

One of the topics for discussion would be:

Introduction to scorecard modelingHow do you determine the performance window?
Exclusions and poor definition (Roll rate analysis).
What is the best way to treat data?
How do you select variables? How do you deal with character variables and numeric variables?
How can you scientifically treat multicollinearity?
Sampling, model development plain vanilla, model selection technique, Final model selection and validation
How can you interpret SAS output, and then develop the next SAS code?
Step-by-step workout - Model development using an example data set
Information value, WOE, Fine and coarse classing, KS statistics,Somers'D,Concordant, Brier score
Template for final scorecard