SAS corporate risk rating

[okarul]

Hi,

Currently I have SAS academic ;licence for SAS EG/EM/IML Studio/ Studio/ODL Graphics installed on my machine.

I am looking for the procedure to simulate corporeate risk rating/corporate credit scoring using enterprice miner,

Can you please share any step-by-step guide or any related material pertaining to corporeate risk rating/corporate credit scoring.

[SASKiwi · Accepted solution]

Corporate risk rating for large businesses involves analysing corporate balance sheets and combining metrics with judgemental inputs to derive risk ratings. This is not something that is appropriate for Enterprise Miner. On the hand, models can be used for smail to medium-sized businesses for risk ratings. Credit scoring is usually only applied to retail lending either for individuals or small businesses. You can use the credit scoring add-on to Enterprise Miner for this purpose. Credit scoring involves building, validating and implementing scorecards and requires expert statistical knowledge. Excuse me if you already familiar with all this - it would help if you provided more context.

In any case I suggest you contact your nearest SAS office to get in touch with the right experts in this field.