10-07-2016 05:46 PM
SAS Macro Code for Delinquency Roll Rate Analysis
I am looking for a SAS Macro or a generic SAS Program that would enable me to construct a Roll Rate Matrix / Markov Chain Matrix
based on Delinquency Data which can then be used for Loss Forecasting in Consumer Credit Risk
I would appreciate any help that is available
10-07-2016 06:10 PM
Getting specific subject matter expertise is unlikely but if you post and example of your data and calculation required you can probably get some help. At least it will be faster.
10-08-2016 03:22 AM
10-07-2016 11:25 PM
I suggest you post it at IML forum, since it is about matrix operator. @Rick might have something for you .
10-08-2016 03:54 AM
Thank you for your response to my request.
I have accessed and read the two DO LOOP articles published by Rick Wicklin.
I have also directed my initial request to Rick for his advice.