TABLE OF CONTENT

• Introduction
• Introduction to SAS software
• Exploratory Data Analysis
• Data Preprocessing
• Credit Scoring
• Probabilities of default (PD): discrete time hazard models
• Probabilities of default: continuous time hazard models
• Low Default Portfolios
• Default Correlations and Credit Portfolio Risk
• Loss Given Default (LGD) and Recovery Rates
• Exposure at default (EAD) and adverse selection
• Bayesian Methods for Credit Risk Modeling
• Model validation
• Stress testing
• Concluding remarks

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