E-learning course: Credit Risk Analytics

Event Details

Time: January 5, 2015 at 6pm to January 31, 2015 at 7pm
Location: Web
Website or Map: https://support.sas.com/edu/s…
Event Type: e-learning, course
Organized By: Bart Baesens
Latest Activity: Feb 12, 2015

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Event Description

The outline of the course is as follows:

Lesson 1: Introduction to Credit Scoring
Lesson 2: The Basel Capital Accords
Lesson 3: Preparing the data for credit scoring
Lesson 4: Classification for credit scoring
Lesson 5: Measuring the Performance of Credit Scoring Classification Models
Lesson 6: Variable Selection for Classification
Lesson 7: Issues in Scorecard Construction
Lesson 8: Defining Default Ratings and Calibrating PD
Lesson 9: LGD modeling
Lesson 10: EAD modeling
Lesson 11: Validation of Credit Risk Models
Lesson 12: Low Default Portfolios
Lesson 13: Stress testing

You can find all details (including registration) about the E-learning course on:

https://support.sas.com/edu/schedules.html?id=2394&ctry=US

For some demo screenshots, see https://lnkd.in/eNaS8aq.