SAS Risk Modeling enables you to quickly and efficiently create analytical base tables that are used for developing credit scoring models. In this course, you learn how to create analytical base tables by calculating variables using multiple data sources. Also, you learn to use the Risk Modeling workspaces that are used for implementing models and monitoring their performance.
Learn How To
Explain the business purpose and use of SAS Risk Modeling. Create an analytical base table (ABT). Import models from a source model directory. Backtest a model. Deploy a model. Create reports on credit scoring models. Who Should Attend
Credit, risk, and business analysts in financial institutions who are responsible for building analytical base tables used for modeling, as well as model specification, deployment, backtesting, and monitoring
Prerequisites
This course is for modelers and analysts who have a basic understanding of the credit scoring process. Introductory knowledge of SAS tools such as Model Studio is helpful but not required.
SAS Products Covered
SAS Risk Modeling
Course Outline
Risk Modeling Solution Overview
Solution overview. SAS Viya overview.Data Preparation WorkspaceData Preparation Workspace overview. Create project.Data set parameters. Target population. Variables. Build data set.Data Configuration WorkspacesData Configuration Workspaces. Model SourcesModel sources.Model Implementation and MonitoringModel specification. Backtesting. Model implementation. Ongoing model monitoring.Externally Prepared DataAnalytical base table. Scoring input data set. Scoring and actuals data sets.Additional TopicsCaslibs SAS content. Reports.
