SAS Risk Modeling: Using the Solution

SAS Risk Modeling enables you to quickly and efficiently create analytical base tables that are used for developing credit scoring models. In this course, you learn how to create analytical base tables by calculating variables from different sources. Using SAS Model Studio to develop an application scorecard is demonstrated and practiced. By the end of this course, you will be comfortable working in Risk Modeling workspaces that are used for implementing models and monitoring their performance.

Apprendre à

• Explain the business purpose and use of SAS Risk Modeling.
• Create an analytical base table (ABT).
• Generate a scorecard model .
• Import models from a source model directory.
• Backtest a model.
• Deploy a model.
• Create reports on credit scoring models.

A qui s’adresse cette formation ?

Credit/risk/business analysts in financial institutions who are responsible for building analytical base tables used for modeling, as well as model specification, deployment, backtesting, and monitoring

Formats de formation disponibles	Durée standard (peut varier selon les sessions. Se référer au calendrier)
e-Learning:	14 heures/180 jour licence

This course is for modelers and analysts who have a basic understanding of the credit scoring process. Introductory knowledge of SAS tools such as SAS Model Studio is helpful, but not required.

Cette formation concerne SAS Viya, SAS Risk Modeling logiciel

Risk Modeling Solution Overview

• Solution overview.
• SAS Viya overview.

Analytical Data Builder

• Data Preparation Workspace overview.
• Create project.
• Data set parameters.
• Target population.
• Variables.
• Build data set.
• Configuration and Job Viewer Workspaces overview.

SAS Visual Data Mining and Machine Learning Risk Modeling Nodes

• Visual Data Mining and Machine Learning overview.
• Interactive Grouping node.
• Scorecard node.
• Reject Inference node.
• Models.

Risk Modeling

• Modeling specification.
• Backtesting.
• Model implementation.
• Ongoing model monitoring.

Additional Topics

• Caslibs.
• SAS content.
• Reports.