Book Library

Read or Download Book Online

Download: [PDF] model risk management with sas

Model Risk Management With Sas

Model Risk Management with SAS PDF

Get Book

Author: SAS
Publisher: SAS Institute
ISBN: 1970170654
Size: 15.86 MB
Format: PDF
Category : Computers
Languages : en
Pages : 102
View: 5357

Book Description: Cut through the complexity of model risk management with a guide to solutions from SAS! There is an increasing demand for more model governance and model risk awareness. At the same time, high-performing models are expected to be deployed faster than ever. SAS Model Risk Management is a user-friendly, web-based application that facilitates the capture and life cycle management of statistical model-related information. It enables all stakeholders in the model life cycle — developers, validators, internal audit, and management – to get overview reports as well as detailed information in one central place. Model Risk Management with SAS introduces you to the features and capabilities of this software, including the entry, collection, transfer, storage, tracking, and reporting of models that are drawn from multiple lines of business across an organization. This book teaches key concepts, terminology, and base functionality that are integral to SAS Model Risk Management through hands-on examples and demonstrations. With this guide to SAS Model Risk Management, your organization can be confident it is making fact-based decisions and mitigating model risk.


Financial Risk Management

Financial Risk Management PDF

Get Book

Author: Jimmy Skoglund
Publisher: John Wiley & Sons
ISBN: 1119135516
Size: 32.16 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 576
View: 3058

Book Description: Presenting an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests, this guide offers the most up-to-date information and expert insight into real risk management, based on the authors' experience in developing and implementing risk analytics in banks around the globe. --


Machine Learning With Sas Viya

Machine Learning with SAS Viya PDF

Get Book

Author: SAS Institute Inc.
Publisher: SAS Institute
ISBN: 1951685377
Size: 37.96 MB
Format: PDF, Docs
Category : Computers
Languages : en
Pages : 386
View: 4255

Book Description: Master machine learning with SAS Viya! Machine learning can feel intimidating for new practitioners. Machine Learning with SAS Viya provides everything you need to know to get started with machine learning in SAS Viya, including decision trees, neural networks, and support vector machines. The analytics life cycle is covered from data preparation and discovery to deployment. Working with open-source code? Machine Learning with SAS Viya has you covered – step-by-step instructions are given on how to use SAS Model Manager tools with open source. SAS Model Studio features are highlighted to show how to carry out machine learning in SAS Viya. Demonstrations, practice tasks, and quizzes are included to help sharpen your skills. In this book, you will learn about: Supervised and unsupervised machine learning Data preparation and dealing with missing and unstructured data Model building and selection Improving and optimizing models Model deployment and monitoring performance


Credit Risk Models With Data Mining Tools

CREDIT RISK MODELS WITH DATA MINING TOOLS PDF

Get Book

Author: H. Foster
Publisher: Lulu Press, Inc
ISBN: 1008982504
Size: 21.15 MB
Format: PDF, ePub, Docs
Category : Computers
Languages : en
Pages :
View: 5546

Book Description: This book aims to define the concepts underpinning credit risk modeling and to show how these concepts can be formulated with practical examples using SAS software. Each chapter tackles a different problem encountered by practitioners working or looking to work in the field of credit risk and give a step-by-step approach to leverage the power of the SAS Analytics suite of software to solve these issues (SAS Enterprise Miner, SAS Enterprise Guide, SAS/STAT and SAS Model Manager).


Developing Credit Risk Models Using Sas Enterprise Miner And Sas Stat

Developing Credit Risk Models Using SAS Enterprise Miner and SAS STAT PDF

Get Book

Author: Iain Brown
Publisher:
ISBN: 9781642953152
Size: 49.58 MB
Format: PDF, Mobi
Category : Computers
Languages : en
Pages : 174
View: 7196

Book Description: Combine complex concepts facing the financial sector with the software toolsets available to analysts. The credit decisions you make are dependent on the data, models, and tools that you use to determine them. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications combines both theoretical explanation and practical applications to define as well as demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. The ultimate goal of credit risk is to reduce losses through better and more reliable credit decisions that can be developed and deployed quickly. In this example-driven book, Dr. Brown breaks down the required modeling steps and details how this would be achieved through the implementation of SAS Enterprise Miner and SAS/STAT. Users will solve real-world risk problems as well as comprehensively walk through model development while addressing key concepts in credit risk modeling. The book is aimed at credit risk analysts in retail banking, but its applications apply to risk modeling outside of the retail banking sphere. Those who would benefit from this book include credit risk analysts and managers alike, as well as analysts working in fraud, Basel compliancy, and marketing analytics. It is targeted for intermediate users with a specific business focus and some programming background is required. Efficient and effective management of the entire credit risk model lifecycle process enables you to make better credit decisions. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications demonstrates how practitioners can more accurately develop credit risk models as well as implement them in a timely fashion.


Portfolio And Investment Analysis With Sas

Portfolio and Investment Analysis with SAS PDF

Get Book

Author: John B. Guerard
Publisher: SAS Institute
ISBN: 1635266890
Size: 71.65 MB
Format: PDF, Mobi
Category : Computers
Languages : en
Pages : 230
View: 546

Book Description: Choose statistically significant stock selection models using SAS® Portfolio and Investment Analysis with SAS®: Financial Modeling Techniques for Optimization is an introduction to using SAS to choose statistically significant stock selection models, create mean-variance efficient portfolios, and aggressively invest to maximize the geometric mean. Based on the pioneering portfolio selection techniques of Harry Markowitz and others, this book shows that maximizing the geometric mean maximizes the utility of final wealth. The authors draw on decades of experience as teachers and practitioners of financial modeling to bridge the gap between theory and application. Using real-world data, the book illustrates the concept of risk-return analysis and explains why intelligent investors prefer stocks over bonds. The authors first explain how to build expected return models based on expected earnings data, valuation ratios, and past stock price performance using PROC ROBUSTREG. They then show how to construct and manage portfolios by combining the expected return and risk models. Finally, readers learn how to perform hypothesis testing using Bayesian methods to add confidence when data mining from large financial databases.


Developing Credit Risk Models Using Sas Enterprise Miner And Sas Stat

Developing Credit Risk Models Using SAS Enterprise Miner and SAS STAT PDF

Get Book

Author: Iain L. J. Brown
Publisher: SAS Institute
ISBN: 1629594881
Size: 42.77 MB
Format: PDF, ePub, Mobi
Category : Computers
Languages : en
Pages : 174
View: 1292

Book Description: This book combines both theoretical explanation and practical applications to demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. Brown breaks down the required modeling steps and details how this would be achieved through the implementation of SAS Enterprise Miner and SAS/STAT. Users will solve real-world risk problems as well as comprehensively walk through model development while addressing key concepts in credit risk modeling. The book is aimed at credit risk analysts in retail banking, but its applications apply to risk modeling outside of the retail banking sphere. Those who would benefit from this book include credit risk analysts and managers alike, as well as analysts working in fraud, Basel compliancy, and marketing analytics. It is targeted for intermediate users with a specific business focus and some programming background is required. --


Credit Risk Scorecards

Credit Risk Scorecards PDF

Get Book

Author: Naeem Siddiqi
Publisher: John Wiley & Sons
ISBN: 1118429168
Size: 42.57 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 208
View: 6094

Book Description: Praise for Credit Risk Scorecards "Scorecard development is important to retail financial services in terms of credit risk management, Basel II compliance, and marketing of credit products. Credit Risk Scorecards provides insight into professional practices in different stages of credit scorecard development, such as model building, validation, and implementation. The book should be compulsory reading for modern credit risk managers." —Michael C. S. Wong Associate Professor of Finance, City University of Hong Kong Hong Kong Regional Director, Global Association of Risk Professionals "Siddiqi offers a practical, step-by-step guide for developing and implementing successful credit scorecards. He relays the key steps in an ordered and simple-to-follow fashion. A 'must read' for anyone managing the development of a scorecard." —Jonathan G. Baum Chief Risk Officer, GE Consumer Finance, Europe "A comprehensive guide, not only for scorecard specialists but for all consumer credit professionals. The book provides the A-to-Z of scorecard development, implementation, and monitoring processes. This is an important read for all consumer-lending practitioners." —Satinder Ahluwalia Vice President and Head-Retail Credit, Mashreqbank, UAE "This practical text provides a strong foundation in the technical issues involved in building credit scoring models. This book will become required reading for all those working in this area." —J. Michael Hardin, PhD Professor of StatisticsDepartment of Information Systems, Statistics, and Management ScienceDirector, Institute of Business Intelligence "Mr. Siddiqi has captured the true essence of the credit risk practitioner's primary tool, the predictive scorecard. He has combined both art and science in demonstrating the critical advantages that scorecards achieve when employed in marketing, acquisition, account management, and recoveries. This text should be part of every risk manager's library." —Stephen D. Morris Director, Credit Risk, ING Bank of Canada


Big Data Work

big data   work PDF

Get Book

Author: Thomas H. Davenport
Publisher: Vahlen
ISBN: 3800648156
Size: 56.57 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : de
Pages : 214
View: 3343

Book Description: Big Data in Unternehmen. Dieses neue Buch gibt Managern ein umfassendes Verständnis dafür, welche Bedeutung Big Data für Unternehmen zukünftig haben wird und wie Big Data tatsächlich genutzt werden kann. Am Ende jedes Kapitels aktivieren Fragen, selbst nach Lösungen für eine erfolgreiche Implementierung und Nutzung von Big Data im eigenen Unternehmen zu suchen. Die Schwerpunkte - Warum Big Data für Sie und Ihr Unternehmen wichtig ist - Wie Big Data Ihre Arbeit, Ihr Unternehmen und Ihre Branche verändern - - wird - Entwicklung einer Big Data-Strategie - Der menschliche Aspekt von Big Data - Technologien für Big Data - Wie Sie erfolgreich mit Big Data arbeiten - Was Sie von Start-ups und Online-Unternehmen lernen können - Was Sie von großen Unternehmen lernen können: Big Data und Analytics 3.0 Der Experte Thomas H. Davenport ist Professor für Informationstechnologie und -management am Babson College und Forschungswissenschaftler am MIT Center for Digital Business. Zudem ist er Mitbegründer und Forschungsdirektor am International Institute for Analytics und Senior Berater von Deloitte Analytics.


Developing Credit Risk Models Using Sas Enterprise Miner And Sas Stat

Developing Credit Risk Models Using SAS Enterprise Miner and SAS STAT PDF

Get Book

Author: Iain L. J. Brown, Ph.D
Publisher: SAS Institute
ISBN: 1629594865
Size: 76.91 MB
Format: PDF, Mobi
Category : Computers
Languages : en
Pages : 174
View: 534

Book Description: Combine complex concepts facing the financial sector with the software toolsets available to analysts. The credit decisions you make are dependent on the data, models, and tools that you use to determine them. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications combines both theoretical explanation and practical applications to define as well as demonstrate how you can build credit risk models using SAS Enterprise Miner and SAS/STAT and apply them into practice. The ultimate goal of credit risk is to reduce losses through better and more reliable credit decisions that can be developed and deployed quickly. In this example-driven book, Dr. Brown breaks down the required modeling steps and details how this would be achieved through the implementation of SAS Enterprise Miner and SAS/STAT. Users will solve real-world risk problems as well as comprehensively walk through model development while addressing key concepts in credit risk modeling. The book is aimed at credit risk analysts in retail banking, but its applications apply to risk modeling outside of the retail banking sphere. Those who would benefit from this book include credit risk analysts and managers alike, as well as analysts working in fraud, Basel compliancy, and marketing analytics. It is targeted for intermediate users with a specific business focus and some programming background is required. Efficient and effective management of the entire credit risk model lifecycle process enables you to make better credit decisions. Developing Credit Risk Models Using SAS Enterprise Miner and SAS/STAT: Theory and Applications demonstrates how practitioners can more accurately develop credit risk models as well as implement them in a timely fashion. This book is part of the SAS Press Program.


Commercial Banking Risk Management

Commercial Banking Risk Management PDF

Get Book

Author: Weidong Tian
Publisher: Springer
ISBN: 113759442X
Size: 13.39 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 429
View: 5274

Book Description: This edited collection comprehensively addresses the widespread regulatory challenges uncovered and changes introduced in financial markets following the 2007-2008 crisis, suggesting strategies by which financial institutions can comply with stringent new regulations and adapt to the pressures of close supervision while responsibly managing risk. It covers all important commercial banking risk management topics, including market risk, counterparty credit risk, liquidity risk, operational risk, fair lending risk, model risk, stress test, and CCAR from practical aspects. It also covers major components of enterprise risk management, a modern capital requirement framework, and the data technology used to help manage risk. Each chapter is written by an authority who is actively engaged with large commercial banks, consulting firms, auditing firms, regulatory agencies, and universities. This collection will be a trusted resource for anyone working in or studying the commercial banking industry.


Contingencies

Contingencies PDF

Get Book

Author:
Publisher:
ISBN:
Size: 75.77 MB
Format: PDF, ePub
Category : Actuaries
Languages : en
Pages :
View: 4572

Book Description: