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credit risk

56 papers and 38 presentations; 92 titles.

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Conference × Year × Title × Authors Extras Pages
SESUG 2022 A Two-Staged Local Regression Based Binning Method for Weight of Evidence Transformation in Credit Scoring Models Hui Wang,
Shirong Huang,
Emma Zhou,
Erin Martin		 source 30
SAS Explore 2022 Intelligent Decisioning: Ensuring Fairness in Analytically-Driven Decision Making [video] Luiz Kauffmann,
Diana Maris		 source
youtube
SGF 2021 Weight of Evidence, Dummy Variables and Degrees of Freedom Bruce S. Lund source
sas
presentation
pdf		 15
SGF 2020 Modernizing Credit Risk Analytics: From Risk Management for Banking into Stress Testing Christian Macaro source 9
SGF 2020 Risk Modeling on the Fast-Track: Pythonistas (and Others) Harness the Power of the SAS Risk Engine Dave Stonehouse source 9
SGF 2019 Building a Portfolio To Have Limited Maximum Loss with SAS Model Implementation Platform João Pires da Cruz,
Carla Tempera,
Manuel Fortes		 source 12
SGF 2019 Developing a Credit Risk Model Using SAS Amos Odeleye source 16
SGF 2019 Increasing Operational Efficiency by Using SAS in an Automated Process for Credit Scoring Models Roberta Pimenta Moreira,
Leonardo de Lima Aguirre,
Alfredo Luiz Venzel de Oliveira		 source 7
SGF 2019 Transforming Ordinal Predictors to Numeric For Binary Logistic Models Bruce S. Lund source 10
SGF 2018 A Cautionary Tale of Using Machine Learning within Credit Risk in the Utilities Industry Spiros Potamitis,
Paul Malley		 source 8
SGF 2018 Best Practices for Driving Business Value with CECL Compliance Peter Baquero source 4
SGF 2018 Effective Management of Non-performing Loans Using SAS Credit Assessment Manager Sumanta Boruah,
Satish Garla		 source 11
SGF 2018 Evaluation of Different Approaches to Reject Inference: a case study in Credit Risk Sergiu Luca source 9
SGF 2018 The New Era of Credit Risk Modeling and Validation [presentation] Boaz Galinson source 22
SGF 2018 Using SAS to Teach Credit Risk: From Undergraduate Studies to Professional Education [presentation] Cristian Bravo source 25
SGF 2017 Model Risk: Learning from Others' Mistakes Boaz Galinson source 4
SGF 2017 Revenue Score: Forecasting Credit Card Products with Zero Inflated Beta Regression and Gradient Boosting Marc Witarsa,
Paulo Di Cellio Dias		 source 20
SGF 2017 Using Text Analysis to Improve the Quality of Scoring Models with SAS Enterprise Miner Piotr Małaszek source 11
MWSUG 2016 The Practice of Credit Risk Modeling for Alternative Lending Keith Shields,
Bruce S. Lund		 8
SGF 2016 Credit Risk Modeling in a New Era Wei Chen,
Martim Rocha,
Jimmy Skoglund		 source 16
SGF 2016 Enhanced Segmentation Using SAS Visual Analytics and SAS Visual Statistics Darius S. Baer,
Suneel Grover		 source 19
SGF 2016 Implementing a Credit Risk Management Dashboard with SAS Boaz Galinson source 6
SGF 2015 An Application of the Cox Proportional Hazards Model to the Construction of Objective Vintages for Credit in Financial Institutions, Using PROC PHREG Iván Darío Atehortua Rojas source
zip		 8
SGF 2015 Credit Scorecard Generation Using the Credit Scoring Node in SAS Enterprise Miner [presentation] Ayush Priyadarshi,
Kushal Kathed,
Shilpi Prasad		 source 3
SGF 2015 Model Risk and Corporate Governance of Models with SAS Boaz Galinson source 4
SGF 2015 The Comparative Analysis of Predictive Models for Credit Limit Utilization Rate with SAS/STAT Denys Osipenko,
Jonathan Crook		 source 19
SGF 2015 Validation and Monitoring of PD Models for Low Default Portfolios Using PROC MCMC Machiel Kruger source 16
WUSS 2014 SAS and Teradata: Innovators and Leaders for Big Data Analytics Tho H. Nguyen,
John Cunningham		 source 4
SGF 2014 Internal Credit Ratings.Industry's Norms and How To Get There with SAS Boaz Galinson source 5
SGF 2013 How to Improve Your Risk-Adjusted Return on Capital: Pricing Optimization in Lending Boaz Galinson source 6
SGF 2013 Using the Boosting Technique to Improve the Predictive Power of a Credit Risk Model Alejandro Correa Bahnsen,
Andres F. Gonzalez,
Darwin A. Amezquita		 source 7
SGF 2012 Building an Optimal Execution Plan for Liquidity Management Using SAS Wei Chen,
Liping Cai,
Jimmy Skoglund		 source 8
SGF 2012 Building WOE Binned LGD Scorecards using SAS Enterprise Miner Anthony J. van Berkel,
Naeem Siddiqi		 source 14
SGF 2012 Constructing a Credit Risk Scorecard Using Predictive Clusters Andres F. Gonzalez,
Alejandro Correa Bahnsen,
Ana C. Nieto,
Darwin A. Amezquita		 source 13
SGF 2012 Global Risk Management: How SAS Manages Financial Risk According to Diverse Financial Regulations Ting Xu,
Hao Qiu,
Shibin Liu		 source 14
SGF 2011 Genetic Algorithm Optimization for Selecting the Best Architecture of a Multi-Layer Perceptron Neural Network: A Credit Scoring Case Alejandro Correa,
Andres F. Gonzalez,
Camilo Ladino		 source 8
SGF 2011 Impact of Regulations on Risk and Trading Analytics in Capital Markets Jeff Hong source 13
SGF 2011 Using SAS for Effective Credit Risk Management of the Commercial and Corporate Credit Portfolio after the Financial Crisis Boaz Galinson source 10
SGF 2010 Beyond the SAS Credit Risk Management Solution: The Gruppo Banca Carige Credit Monitoring Model and the Keinavo Advanced Web 2.0 Reporting Framework Johann Kerdal,
Francesco Marelli,
Fulvia Costone,
Danilo L. Perucchio		 source 10
SGF 2010 Closing the Gap between Credit Access and Risk Management Clark R. Abrahams source 15
SGF 2010 Improving Credit Risk Scorecards with Memory-Based Reasoning to Reject Inference with SAS Enterprise Miner Software Billie Anderson,
James A. Cox,
David R. Duling,
Susan Haller,
Naeem Siddiqi		 source 13
SGF 2010 Introduction to SAS Risk Management for Banking Austin Trippensee source 8
SCSUG 2009 Risk-Based Portfolio Optimization Using SAS Wei Chen 11
SGF 2009 A Comprehensive Credit Assessment Framework: Overview and Implications for the Subprime Crisis Clark R. Abrahams,
Sunny Zhang		 source 14
SGF 2009 Generalizations of Generalized Additive Model (GAM): A Case of Credit Risk Modeling Wensui Liu,
Jimmy Cela,
Chuck Vu		 source 14
SGF 2009 Risk-Based Portfolio Optimization Using SAS Wei Chen source 11
SESUG 2008 Reject Inference Methodologies in Credit Risk Modeling Derek Montrichard source 10
SESUG 2008 SAS Hash Objects: An Efficient Table Look-Up in the Decision Tree Ying Liu source 15
SGF 2008 Price and Revenue Optimization for Banking Keith Renison,
Lorry Hardt Jr.		 source 7
SGF 2007 Improving Credit Scoring by Generalized Additive Model Wensui Cela,
Jimmy Liu		 source 9
SGF 2007 Keynote Presentation: Evolving Wholesale Energy Markets Demand New Technology Solutions Patrick Reames source 14
SUGI 2006 Stay in Control of Your SAS Environment Vijayanand Rajandram source 8
SEUGI 2003 A SAS data warehouse as a strategic management tool for a small & medium savings bank [presentation] Fabienne Libert source 18
SEUGI 2003 Basel II and Beyond [presentation] Eva Wittmann,
Henrik Wagner,
Rik van de Weerthof,
Stefan de Lombaert		 source 27
SEUGI 2003 Customer Profitability - Dashboard and Strategic Sales Instrument [presentation] Pien Fransen source 23
SEUGI 2003 The SAS Credit Risk Solution [presentation] Eva Wittmann,
Henrik Wagner		 source 52
SEUGI 2003 Where are financial institutions now? Results of the joint SAS/RiskWaters operational risk survey [presentation] Ellen Leander,
Rik van de Weerthof		 source 25
SEUGI 2003 Where are financial institutions now? Results of the joint SAS/RiskWaters operational risk survey [presentation] Ellen Leander,
Rik van de Weerthof		 source 25
VIEWS 2003 Understanding Customer Behaviour through the Extraction, Analysis, Reporting and Modelling of Customer Data. Andy Twaits presentation 3
NESUG 2002 Using the LOGISTIC Procedure to Model Responses to Financial Services Direct Marketing David Marsh 6
SEUGI 2002 Addressing the New Capital Accord (Basel II) with SAS [presentation] Charles Duclos,
Rik van de Weerthof		 source 45
SEUGI 2002 Conclusion to the Academic Initiative Stream [presentation] Lena Ryuji,
Nina Hanke		 source 10
SEUGI 2002 Customer Intelligence: Experiences Using SAS [presentation] Donna Byrne source 31
SEUGI 2002 Customer management from a data warehouse - A Journey not a Destination [presentation] Tal Shlasky source 33
SEUGI 2002 Data Warehousing with SAS [presentation] Wilbram Hazejager source 32
SEUGI 2002 E.I.P. - Enterprise Information Portal, a powerful information system belonging to the sales force automation application family [presentation] Alessandro Calderan,
Graziano,
Riccardo Burtulla,
Silvio Rivolta		 source 48
SEUGI 2002 Financial Risk Management within the Generali Group: a structured approach [presentation] Paolo Pirona source 28
SEUGI 2002 Introduction to Customer Intelligence [presentation] Alan Gormley source 26
SEUGI 2002 Introduction to SAS Risk Management [presentation] Mika Hakuni source 24
SEUGI 2002 Japanese Corporate Bankruptcy Prediction Model [presentation] Iwabuchi source 22
SEUGI 2002 Managing Risk of a Power Generation Portfolio [presentation] Coyle source 17
SEUGI 2001 A New Decision-Making Support Analysis for the Auditing Area at Banca Monte Dei Paschi Di Siena [presentation] Francesco Marzocchi,
Renato Coppi,
Roberto Tognazzi		 source 28
SEUGI 2001 BNL's experience in building an internal rating system for domestic corporate customers A. Pellegrini,
G. Parrillo,
G. Porcelli		 source 4
SEUGI 2001 Develop The Enterprise Data Warehouse as a New Instrument For a Banking Governance [presentation] Gianni Fuolega,
Mario Migliori		 source 29
SEUGI 2001 Overview of Risk Dimensions [presentation] Rik van de Weerthof source 34
SEUGI 2001 Providing SAS with a Voice [presentation] Pankaj Mistry source 22
SEUGI 2001 Risk management and IAS reporting at Deutsche Postbank AG [presentation] Harmut Komme,
Jan Olaf Weber		 source 23
SEUGI 2001 Simulation of risk values as a powerful tool of risk management optimization [presentation] C. Windolph,
E. Honak		 source 19
SEUGI 2001 The Portfolio Forecasting System [presentation] Paul Alton source 25
SEUGI 2001 The Risk Control Process in the Management of a Diversified Banking Group: the case of Monte Paschi di Siena Group [presentation] Pierfrancesco Cocco source 28
SEUGI 2000 Active Contact with Customer through the CRM System at the BIG Bank Gdanski SA [presentation] Zdzisław Dec source 4
SEUGI 2000 Applied SAS/MDDB Concepts in Risk Management [presentation] Ljiljana Cortan Nisevic,
Mirela Panduric,
Tomislav Grebebar		 source 44
SEUGI 2000 Credit Risk Measurement for a Bank Loans Portfolio Emiliano Laruccia,
Valter Lazzari		 source 11
SEUGI 2000 Credit Scoring with Enterprise Miner [presentation] Henrik Wagner source 29
SEUGI 2000 Insurance Rate Making Using Data Mining [presentation] Bernd Drewes source 50
SEUGI 2000 Risk Dimensions V3 Overview [presentation] Rik van de Weerthof source 28
SEUGI 2000 Risk Management System [presentation] Jaime Penaranda source 24
NESUG 1999 Input Selection, Performance Evaluation, and Credit Risk Analysis Shirley Tsai,
David Hamilton		 10
SEUGI 1999 An introduction to risk management paper stream [presentation] Rik van de Weerthof source 33
SEUGI 1999 Data mining methodologies for business: fraud detection [presentation] Bernd Drewes source 22
SUGI 1999 Integrating Market and Credit Risks with SAS Institute's Risk Dimensions Software Sam Harris source 8
SEUGI 1996 A product/customer profitability system based on a data warehouse Marcin Romanowski source 9
SEUGI 1996 An early warning system for credit risk management [presentation] UNKNOWN source 29
SEUGI 1985 Regression Analysis and other SAS Procedures for Assessing Credit Risk Raxa Vaid source 10

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