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MargoBlue
Fluorite | Level 6

I need to check the impact on the risk if loan installmetnt changes f.e. margin will be a little higher or income will be lower, and after that if the client will still be able to pay an installment.

It's something like sensitivity analysis.

I would like ask for advice: I think to use proc logistic. Is it a good idea or I should consider another method?

 

Or should I consider event history analysis?

2 REPLIES 2
unison
Lapis Lazuli | Level 10

How are you defining “risk?” Risk of default (i.e. probability of default)? The appropriate procedure depends on how you define the response variable.

-unison
MargoBlue
Fluorite | Level 6
Yes, as binary variable. 1 when the client cannot pay the installment, 0 she/he is able to pay

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