Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications (Paperback)
暫譯: 使用SAS Enterprise Miner和SAS/STAT開發信用風險模型:理論與應用(平裝本)

Iain L. J. Brown

  • 出版商: SAS Press
  • 出版日期: 2014-12-01
  • 售價: $1,860
  • 貴賓價: 9.5$1,767
  • 語言: 英文
  • 頁數: 174
  • 裝訂: Paperback
  • ISBN: 1612906915
  • ISBN-13: 9781612906911
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商品描述

Combine complex concepts facing the financial sector with the software toolsets available to analysts.

The credit decisions you make are dependent on the data, models, and tools that you use to determine them. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications combines both theoretical explanation and practical applications to define as well as demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice.

The ultimate goal of credit risk is to reduce losses through better and more reliable credit decisions that can be developed and deployed quickly. In this example-driven book, Dr. 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.

Efficient and effective management of the entire credit risk model lifecycle process enables you to make better credit decisions. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications demonstrates how practitioners can more accurately develop credit risk models as well as implement them in a timely fashion.

This book is part of the SAS Press Program.

商品描述(中文翻譯)

將金融領域面臨的複雜概念與分析師可用的軟體工具組合起來。

您所做的信用決策依賴於您用來確定這些決策的數據、模型和工具。使用 SAS Enterprise Miner 和 SAS/STAT 開發信用風險模型:理論與應用 結合了理論解釋和實踐應用,定義並展示如何使用 SAS Enterprise Miner 和 SAS/STAT 建立信用風險模型並將其應用於實踐。

信用風險的最終目標是通過更好且更可靠的信用決策來減少損失,這些決策可以快速開發和部署。在這本以範例為主的書中,Dr. Brown 分析了所需的建模步驟,並詳細說明如何通過實施 SAS Enterprise Miner 和 SAS/STAT 來實現這些步驟。

使用者將解決現實世界的風險問題,並全面了解模型開發,同時處理信用風險建模中的關鍵概念。這本書的目標讀者是零售銀行的信用風險分析師,但其應用也適用於零售銀行領域以外的風險建模。受益於這本書的包括信用風險分析師和經理,以及從事詐騙、巴塞爾合規性和行銷分析的分析師。它的目標讀者是具有特定商業重點的中級使用者,並且需要具備一定的程式設計背景。

整個信用風險模型生命周期過程的高效和有效管理使您能夠做出更好的信用決策。使用 SAS Enterprise Miner 和 SAS/STAT 開發信用風險模型:理論與應用 展示了從業者如何更準確地開發信用風險模型並及時實施它們。

本書是 SAS Press Program 的一部分。