Introduction

Credit Scoring is a rather niche area of research in academia where the applications of Operations Research is useful. Credit Scoring is a closely guarded secret of banks and is an essential part of its business i.e. lending. The business of Credit Scoring usually involves the usage of classification techniques and elements of data mining combined to help model good/bad outcomes to help on lending decisions. It is an extremely lucrative industry where the fundamentals are essentially operational research techniques.

This lecture series is suitable for postgraduate students, researchers and practitioners who are keen to get an introduction to credit scoring. The lecture series begins with an introduction to practice of Credit Scoring, method of building scorecards and measuring scorecard performance. The lecture series will conclude with a simple demonstration on how SAS Enterprise Miner and Credit nodes can be used to build a scorecard since the package SAS is one of the most used statistical software in banks and plays a major part in this industry.


This lecture series is an organized by ;
  1. Laboratory of Computational Statistics and Operations Research, Institute for Mathematical Research, UPM
Supported by ;
  1. Management Science/Operations Research Society of Malaysia
  2. SAS Malaysia
Who Should Attend

Academicians, researchers, industrial practitioners and students who wish to learn about credit scoring techniques and applications.