This comprehensive guide to practical credit risk analytics provides a targeted training guide for risk professionals looking to efficiently build or validate in-house models for credit risk management. Combining theory with practice, this book walks you through the fundamentals of credit risk management and shows you how to implement these concepts using the SAS software, with helpful code provided. Coverage includes data analysis and preprocessing, credit scoring, probability of default (PD) and loss given default (LGD) estimation and forecasting, low default portfolios, Bayesian methods, correlation modeling and estimation, validation, implementation of prudential regulation, stress testing of existing modeling concepts, and more, to provide a one-stop tutorial and reference for credit risk analytics.

本实用信用风险分析综合指南为寻求有效构建或验证内部信用风险管理模型的风险专业人士提供了有针对性的培训指南。结合理论与实践，这本书引导你通过信用风险管理的基础知识，并向你展示如何使用SAS软件实现这些概念，并提供有用的代码。覆盖范围包括数据分析和预处理、信用评分、违约概率（PD）和违约损失（LGD）估计和预测、低违约投资组合、贝叶斯方法、相关性建模和估计、验证、审慎监管的实施、现有建模概念的压力测试等，为信用风险分析提供一站式指导和参考。