About the Course
The course emphasizes practical, real-world guidance, including tips, best practices, do’s and don’ts, and global benchmarks to help participants build robust, intelligent scorecards. While the focus is on application scorecards, aspects of behavior scorecard development are also addressed. The training is software-neutral, though SAS Risk solutions are used for illustrative examples. No prior SAS or programming experience is required.
Learning Objectives
Participants will learn to:
Understand the multiple uses of credit risk scorecards
Identify the key personas in successful credit scoring projects
Plan and execute a successful scorecard development project
Develop grouped-variable, points-based credit risk scorecards from start to finish
Identify and resolve common data issues such as sample biases
Create intelligent derived variables from diverse sources, including telco, online, and transactional data
Perform scorecard validation, use multiple scorecards, and set cutoffs
Develop risk strategies informed by scorecard outputs
Generate reports for scorecard validation and ongoing maintenance
Who Should Attend
Credit risk and scoring managers
Data miners and analysts
Professionals involved in model vetting, validation, and auditing
Risk strategy developers
Credit risk executives
Pre-requisite knowledge
No SAS experience or programming experience is required.
Although the SAS Risk solution is used to illustrate the examples, the course is software-neutral
Your Instructor
Naeem Siddiqi
Naeem Siddiqi serves as a Senior Risk Advisor at SAS and is the author of “Intelligent Credit Scoring”, (Wiley and Sons, New York, 2005), Intelligent Credit Scoring: Building and Implementing Better Credit Risk Scorecards (Wiley and Sons, 2017), and various papers on credit risk topics. Naeem meets with senior executives and decision makers from between 40-50 lenders globally each year, and provides strategic advice to them on areas such as the development and validation of credit scoring models, climate change risk, infrastructure planning for analytics, and retail credit risk strategy. He has also trained hundreds of bankers in over 25 countries on the art and science of credit scorecard development, and helps credit risk analysts develop better scorecards.