topic Re: Credit Risk Modeling in EMiner in SAS Data Science

Credit Risk Modeling in EMiner

Babloo — Mon, 27 Jun 2016 19:05:43 GMT

We need an example of how Enterprise Miner may be leveraged in Credit Risk Modeling or any other banking domain. Are there any Samples/Examples available?

Thanks for any help you offer me.

Re: Credit Risk Modeling in EMiner

WendyCzika — Mon, 27 Jun 2016 19:48:35 GMT

Not sure if this tip helps: Credit Scoring by Example in SAS Enterprise Miner

It includes a link to the GitHub repository where you can download a template (XML file) for running a credit scoring example flow.

Re: Credit Risk Modeling in EMiner

SASKiwi — Mon, 27 Jun 2016 20:16:59 GMT

What sort of Credit Risk modelling are you referring to? There are a number of these including behaviour/credit scoring, Probability of Default (PD), Loss Given Default (LGD). To do scoring you need to have the Enterprise Miner add-in module for credit scoring. This is licensed separately.

Re: Credit Risk Modeling in EMiner

Babloo — Tue, 28 Jun 2016 10:02:22 GMT

I need to find out the risk associated with bank customers/prospects based on their behaviour/credit scoring to give loan.

Re: Credit Risk Modeling in EMiner

SASKiwi — Wed, 29 Jun 2016 03:53:55 GMT

That would be a combination of application scoring - producing a credit score based on application attributes - and also behaviour scores from existing loans, if any. In both cases a credit scoring approach is required.

Re: Credit Risk Modeling in EMiner

Babloo — Wed, 29 Jun 2016 10:15:31 GMT

Thanks, appreciate if you could point me to the some real time example to accomplish credit scoring