{"product_id":"sas-credit-risk-modelling-a-sameer-shaikh-9798262654192","title":"SAS Credit Risk Modelling- A to Z for PD Models: PD Modelling using SAS","description":"\u003cp\u003e\u003cb\u003eCredit Risk Modelling - A to Z for PD Models (SAS Edition)\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eBuild a bank-grade Probability of Default (PD) model from scratch-using SAS, end to end.\u003cbr\u003eThis first-of-its-kind, SAS-focused book takes you from raw banking data to a production-ready PD scorecard, with every step shown in executable code.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eWhat makes this book different\u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003e\u003cp\u003e100% SAS: Base SAS, PROC SQL, PROC LOGISTIC\/HPLOGISTIC, plus practical macros used in real projects.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eHands-on, not just theory: every chapter includes working programs you can adapt immediately.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eRegulatory alignment: maps modelling work to Basel expectations, IFRS 9, ICAAP\/CCAR, documentation and governance.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eRealistic data, safely: all examples use synthetic datasets designed to mirror real bank structures.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eEnd-to-end lifecycle: ingestion → feature engineering → WoE\/IV → logistic regression → score scaling → cutoffs\/banding → deployment → monitoring\/backtesting.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eCase study you can run: a complete PD build that ties everything together.\u003c\/p\u003e\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e\u003cb\u003eWhat you will learn\u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003e\u003cp\u003eHow to source and stitch core banking, bureau, delinquency (DPD) and collections data in SAS.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eRobust feature engineering on wide, messy datasets (including how to tame duplicates and drift).\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eWeight of Evidence (WoE) binning and Information Value (IV) to select predictive variables the way banks do.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eBuilding and explaining logistic regression PD models (odds, coefficients, diagnostics, KS\/AUC\/Lift).\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eScaling scores, defining risk bands and business cutoffs.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eSetting up monitoring with PSI, stability checks, challenger vs. champion, and recalibration triggers.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003ePackaging code for deployment and audit-ready documentation.\u003c\/p\u003e\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e\u003cb\u003eWho it's for\u003c\/b\u003e\u003cbr\u003eRisk analysts, SAS developers, model validators, data scientists and managers who want a clear, actionable path to a compliant PD model-without switching tools.\u003c\/p\u003e\u003cp\u003e\u003cb\u003eWhat's included\u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003e\u003cp\u003eFull SAS programs and a synthetic dataset via GitHub (safe for public use).\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eReusable macros, templates and governance checklists.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003eClear explanations written for practitioners, with just enough theory to justify decisions.\u003c\/p\u003e\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eIf you build credit risk models in SAS-or need to validate, monitor and govern them-this book is your practical blueprint from zero to production.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Sameer Shaikh\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9798262654192\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Independently Published\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 08\/24\/2025\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 224\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.67lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.47d","brand":"Sameer Shaikh","offers":[{"title":"Paperback","offer_id":47637450359039,"sku":"9798262654192","price":15.2,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_8d2fd827-bbe7-4d7d-b394-39a64a13ceb5.jpg?v=1765116308","url":"https:\/\/www.whiterainbookhouse.com\/products\/sas-credit-risk-modelling-a-sameer-shaikh-9798262654192","provider":"WR Book House","version":"1.0","type":"link"}