Programming the statistical procedures from SAS

Sample Report Output and Template for PD and LGD

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Super Contributor
Posts: 381
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Sample Report Output and Template for PD and LGD

Hello everyone,

 

Are the reports which aren't existent within PD and LGD given below present? If so, are there procedures?

 

Do you have sample report output and template for PD and LGD below, that you can suggest for the Risk Management in the Bank?

 

PD : Conditional Entropy Ratio, Calibration validation (Calibration Test Procedure Based on Default Correlation, Chi-square, Calibration Test using Standard Normal Distribution )

 

LGD: Cohen’s d test, t-Test

 

PD and LGD : Transition matrix, Descriptive statistics for input variables, Box-Whisker Plot.

 

Thank You.

 

 


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‎10-12-2015 08:27 AM
SAS Super FREQ
Posts: 3,309

Re: Sample Report Output and Template for PD and LGD

This is outside my area, but there seems to be some information about these statistical measures in the documentation for SAS Model Manager.

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Solution
‎10-12-2015 08:27 AM
SAS Super FREQ
Posts: 3,309

Re: Sample Report Output and Template for PD and LGD

This is outside my area, but there seems to be some information about these statistical measures in the documentation for SAS Model Manager.

Super Contributor
Posts: 381

Re: Sample Report Output and Template for PD and LGD

Thanks a lot.

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