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

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

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

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：scorecard evidence Building Default Weight Enter

WoE is a good way to select variables for modeling.