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.
This is outside my area, but there seems to be some information about these statistical measures in the documentation for SAS Model Manager.
This is outside my area, but there seems to be some information about these statistical measures in the documentation for SAS Model Manager.
Thanks a lot.
Don't miss out on SAS Innovate - Register now for the FREE Livestream!
Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.
ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.
Find more tutorials on the SAS Users YouTube channel.