Validation of IFRS9  PD models (Scoring). Population Stability Index PSI

Validation of IFRS9 PD models (Scoring). Population Stability Index PSI

Elder javier Nunes pereira

3 года назад

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rajat shubhrabiswas
rajat shubhrabiswas - 31.08.2022 12:36

Hi there! Great video but I've got this question that can we Instead of putting population percentages manually, use proc rank to create the scores (over the estimated PDs hopefully!) and then use proc sql to re create the table you made in the data step? (Please correct me if i am wrong somewhere as its coming from a novice and an enthusiast)

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ye su
ye su - 14.07.2022 09:54

「もっと多くの人が必要なので、このビデオをもっと

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Aditya Deshmukh
Aditya Deshmukh - 15.07.2021 20:10

Can you share these data sets and codes for study purpose??

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