Building Loss Given Default Scorecard Using Weight of Evidence Bins in SAS Enter

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Building Loss Given Default Scorecard Using Weight of Evidence Bins in SAS Enter.pdf (918.37 KB)

2016-2-19 12:27:12 上传

Building Loss Given Default Scorecard Using Weight of Evidence Bins in SAS Enterprise Miner

The Credit Scoring add-on in SAS® Enterprise Miner™ is widely used to build binary target (good, bad) scorecards for probability of default. The process involves grouping variables using weight of evidence, and then performing logistic regression to produce predicted probabilities. Learn how to use the same tools to build binned variable scorecards for Loss Given Default. We will explain the theoretical principles behind the method and use actual data to demonstrate how we did it

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关键词：scorecard evidence Building Default Weight Enter

WoE is a good way to select variables for modeling.