06-27-2016 03:05 PM
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.
06-27-2016 03:48 PM
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.
06-27-2016 04:16 PM
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.
06-28-2016 11:53 PM
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.