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所在平台: Udemy |
课程主页: https://www.udemy.com/course/developing-credit-risk-scorecard-using-sas/
课程评论：没有评论
课程名称：使用SAS开发信用风险评分卡 课程概述：信用风险分析在全球银行和金融行业的金融风险管理中至关重要。本课程旨在逐步教你如何从零开始创建信用风险评分卡，并验证和校准最终模型。课程详细讲解每个步骤的逻辑，以及如何使用SAS清晰演示和解读输出结果。 课程内容分为几个部分，首先是理论框架，解释必要的理论背景。接下来是模型开发阶段，利用SAS逐步讲解模型构建的各个环节，包括数据准备、算法建模、模型检查及处理多重共线性和变量选择等重要模型参数。课程最后演示使用SAS进行模型的验证和校准。 可以用于实践的真实银行数据集也将提供，课程中使用的数据集反映了实际银行业务中的变量选择，符合现实背景。该课程适合初学者以及该领域的高级学习者和在职专业人员，因为所有概念均以易于理解的方式进行讲解。
Credit Risk Analytics is undoubtedly a very crucial activity in the field of financial risk management in banking and finance industries worldwide. This course is meant to teach you the process of creating a credit risk scorecard step by step from scratch and how to validate and calibrate the final model. It takes you through the various steps and the logic behind each and every step with a clear demonstration and interpretation of output using SAS. The course is divided into sections like theoretical framework where the essential theoretical background is explained. In the model development phase the various steps of model building is explained using SAS which includes data preparation, model building with the algorithm, essential checks to perform around the model and addressing vital model parameters like multicollinearity and variable selection. It finally ends with the demonstration of validation steps and calibration of model using SAS. The dataset is also provided for your practice. The dataset used in this course depicts a real world banking dataset and the variables are selected keeping in mind the real world banking practices.This course is suitable for beginners as well as advanced learners or working professionals in this field as all the concepts are explained in a very easy to understand manner.
