topic Re: Sample Report Output and Template for PD and LGD in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/Sample-Report-Output-and-Template-for-PD-and-LGD/m-p/228666#M12072 <P>This is outside my area, but there seems to be some information about these statistical measures in <A href="http://support.sas.com/documentation/cdl/en/mdsug/65072/HTML/default/viewer.htm#n194xndt3b3y1pn1ufc0mqbsmht4.htm" target="_self">the documentation for SAS Model Manager.</A></P> Tue, 06 Oct 2015 16:25:43 GMT Rick_SAS 2015-10-06T16:25:43Z Sample Report Output and Template for PD and LGD https://communities.sas.com/t5/Statistical-Procedures/Sample-Report-Output-and-Template-for-PD-and-LGD/m-p/228536#M12067 <P>Hello everyone,</P> <P>&nbsp;</P> <P>Are the reports which aren't existent within PD and LGD given below present? If so, are there procedures?</P> <P>&nbsp;</P> <P>Do you have sample report output and template for PD and LGD below, that you can suggest for the Risk Management in the Bank?</P> <P>&nbsp;</P> <P><STRONG>PD :</STRONG> Conditional Entropy Ratio, Calibration validation (Calibration Test Procedure Based on Default Correlation, Chi-square, Calibration Test using Standard Normal Distribution )</P> <P>&nbsp;</P> <P><STRONG>LGD:</STRONG> Cohen’s d test, t-Test</P> <P>&nbsp;</P> <P><STRONG>PD and LGD :</STRONG> Transition matrix, Descriptive statistics for input variables, Box-Whisker Plot.</P> <P>&nbsp;</P> <P>Thank You.</P> <P>&nbsp;</P> <P>&nbsp;</P> Mon, 05 Oct 2015 21:39:55 GMT https://communities.sas.com/t5/Statistical-Procedures/Sample-Report-Output-and-Template-for-PD-and-LGD/m-p/228536#M12067 turcay 2015-10-05T21:39:55Z Re: Sample Report Output and Template for PD and LGD https://communities.sas.com/t5/Statistical-Procedures/Sample-Report-Output-and-Template-for-PD-and-LGD/m-p/228666#M12072 <P>This is outside my area, but there seems to be some information about these statistical measures in <A href="http://support.sas.com/documentation/cdl/en/mdsug/65072/HTML/default/viewer.htm#n194xndt3b3y1pn1ufc0mqbsmht4.htm" target="_self">the documentation for SAS Model Manager.</A></P> Tue, 06 Oct 2015 16:25:43 GMT https://communities.sas.com/t5/Statistical-Procedures/Sample-Report-Output-and-Template-for-PD-and-LGD/m-p/228666#M12072 Rick_SAS 2015-10-06T16:25:43Z Re: Sample Report Output and Template for PD and LGD https://communities.sas.com/t5/Statistical-Procedures/Sample-Report-Output-and-Template-for-PD-and-LGD/m-p/228716#M12074 <P>Thanks a lot.</P> Tue, 06 Oct 2015 20:11:49 GMT https://communities.sas.com/t5/Statistical-Procedures/Sample-Report-Output-and-Template-for-PD-and-LGD/m-p/228716#M12074 turcay 2015-10-06T20:11:49Z