Programming the statistical procedures from SAS

How to capture 5 years data while building a Corporate PD model

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How to capture 5 years data while building a Corporate PD model

Hello.

I am developing a corporate probability of default model . I have 6 years financial data from 2010 to 2015 of various companies of their balance sheet ,income statement,profit,loss statement and

various financial ratios.

I want to know is there any standard way in credit risk modelling to capture this 6 years data at a single instant 

 

Let me explain .

 

 

Suppose I have data like below .

 

co_name       year        oprating_profit

abc                2015              1458.82

abc                2014              2657.25

abc                2013              1235.58

abc                2012              2478.25

abc                2011              975.25

abc                2010             1040.28

 

I want to capture these 6 years performance of company abc in my PD model.

 

Any help will be appreciated.

 

 

 

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