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Credit risk re’modelling’ for competitive advantage
As the Basel Accords continue to drum up attention in the global financial markets, many institutions are looking at how they can strike a balance between capital requirements and competitive...
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Five key challenges in credit risk modelling
With every forward step in global risk regulations, there are hurdles that force you backward. This is true of all industries, of course, but the more restrictive the regulations the more likely you...
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Advanced modelling for imbalanced credit scoring data sets
An event is fast approaching that is the highlight of the year for many members of the SAS community. I am, of course, referring to SAS Global Forum 2012, which this year will be hosted in the Walt...
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