SAS – Stellenbosch University Academic Specialisation in Advanced Credit Risk
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SAS
This module provides overview of credit risk from a scoring, accounting impairments and regulatory impairments perspective and the using of SAS in this respect. The major topics that covered are: Introduction to Credit Risk Analytics, Introduction to SAS Software, Exploratory Data Analysis, Data Pre-processing for Credit Risk Modelling, Credit Scoring, IFRS 9 in a nutshell, Probability of Default, Loss Given Default, Basel in a nutshell.
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