About this course

Course code TPCSEM71
Duration 1 Day

This course teaches students how to build a credit scorecard, from start to finish, using SAS Enterprise Miner 7.1 and the methodology recommended by leading credit and financial experts.

Prerequisites

Before attending this course

  • Students should have a working knowledge of the statistics of finance and scorecard development, as well as basic skills using SAS Enterprise Miner. Students can gain knowledge of scorecard development by completing the Credit Scorecard Development and Implementation course. For skills using SAS Enterprise Miner, students should complete the Applied Analytics Using SAS Enterprise Miner course or have equivalent skills.

Who should attend

  • Risk analysts, credit modellers, credit scorecard developers, credit managers, credit analysts, and business analysts in banks and other financial institutions who are responsible for development of scorecards and credit-scoring applications

Delegates will learn how to

  • use the SAS Enterprise Miner Interactive Grouping node to select the predictive variables using Information Value and calculate Weight of Evidence values
  • use the SAS Enterprise Miner Scorecard node to build a preliminary scorecard using the appropriate scaling methodology
  • perform reject inference techniques such as hard cut-off augmentation, parceling, and fuzzy augmentation using the SAS Enterprise Miner Reject Inference node in order to augment the scorecard by using rejected applicants
  • determine how well the scorecard performs using scorecard diagnostic tools such as ROC and Lift charts.

Outline

Scorecard Development Using SAS Enterprise Miner

  • credit scoring background
  • the scorecard development process using SAS Enterprise Miner

Accessing and Preparing Data for Scorecard Development

  • creating a SAS Enterprise Miner project and diagram
  • defining a data source
  • developmental and validation data sets

SAS Enterprise Miner Interactive Grouping Node

  • initial characteristic analysis
  • interval variable binning options (self-study)
  • special code options (self-study)
  • grouping options (self-study)

Scorecard Node

  • scorecard development
  • adverse characteristics (self-study)

Reject Inference Node

  • Reject Inference techniques using SAS Enterprise Miner
  • Reject Inference Property Panel options (self-study)

This course addresses

  • SAS Enterprise Miner, SAS for Enterprise Risk Management software.

1 Day

Duration

This is a QA approved partner course

Delivery Method

Delivery method

Classroom

Face-to-face learning in the comfort of our quality nationwide centres, with free refreshments and Wi-Fi.

Find dates and prices

Online booking is currently not available for this course, to find out more please call us on 0345 074 7998 or email us at info@qa.com to discuss how we can help.

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