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Babloo
Rhodochrosite | Level 12

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.

5 REPLIES 5
WendyCzika
SAS Employee

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.

SASKiwi
PROC Star

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.   

Babloo
Rhodochrosite | Level 12

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

SASKiwi
PROC Star

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.

Babloo
Rhodochrosite | Level 12

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

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