Credit Risk Modeling Using SAS

Bart BaesensPresented by Bart Baesens, Ph.D. Assistant Professor at the School of Management of the University of Southampton (UK).

Bart has done extensive research on predictive analytics, data mining, customer relationship management, Web analytics, fraud detection, and credit risk management and his findings have been published in various international journals. Bart has presented at numerous international conferences, and he is also co-author of the book Credit Risk Management: Basic Concepts, which was published in 2008. Bart regularly tutors, advises, and provides consulting support to international firms on data mining, predictive analytics, and credit risk management policy.

This 3 day hands on course teaches attendees how to develop state of the art credit risk models (PD, LGD, and EAD). It also teaches attendees how to validate and stress test models. It is perfect for people new to the area as well as those with some experience and looking to broaden their skills in the field.

Learn how to:

  • develop probability of default (PD), loss given default (LGD), and exposure at default (EAD) models
  • validate, backtest, and benchmark credit risk models
  • stress test credit risk models
  • develop credit risk models for low default portfolios
  • use new and advanced techniques for improved credit risk modeling.

Who should attend
Anyone who is involved in building credit risk models, or is responsible for monitoring the behavior and performance of credit risk models.

For a full course outline and how to register please follow this link.

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