The Knowledge Exchange / Risk Management / Iain Brown, Analytics Specialist, SAS

Iain Brown

Iain Brown, Analytics Specialist, SAS

Iain Brown is an Analytics Specialist Consultant at SAS UK. Prior to this he worked as a Basel Risk Analyst at a major UK retail bank.

Iain has a bachelors degree in Business from the University of Kent and a masters degree in Operational Research from the London School of Economics and Political Science (LSE). He successfully defended his EPSRC and SAS sponsored PhD thesis in Basel II compliant credit risk modelling at the University of Southampton in March 2011.

He has spoken at a number of internationally renowned conferences and conventions and has papers published in the International Journal of Forecasting and the Journal of Expert Systems with Applications on the topic of credit risk modelling.

In 2011 he won the SAS Student Ambassador award which recognises and supports students who use SAS technologies in innovative ways that benefit their respective industries and fields of study.

His research interests include Basel II, data mining, credit scoring and credit risk modelling.

Advanced modelling for imbalanced credit scoring data sets

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Meet Iain Brown in Orlando when he presents “An experimental comparison of classification techniques for imbalanced credit scoring data sets using SAS® Enterprise Miner™,” at SAS Global Forum.

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Five key challenges in credit risk modelling

Iain Brown, Analytics Specialist, SAS

Iain Brown, Analytics Specialist at SAS, has highlighted five challenges that he believes still hamper firms in their credit risk modelling efforts. He’d like for you to read through the list and then tell him challenges you encounter with regards to your model development and validation, and what improvements you would like to see. This is a great place to collaborate.

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Credit risk re’modelling’ for competitive advantage

Iain Brown, Analytics Specialist, SAS

As firms continue their search for a balance between capital requirements and competitive advantage, Iain Brown, Analytics Specialist at SAS, asks, “Could the financial sector do more with their models if they borrowed innovation from elsewhere?”

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