Math & Technology

 Using Kernel Density Estimation (KDE) https://www.mwsug.org/proceedings/2012/DV/MWSUG-2012-DV06.pdf Stepwise Logistic Regressions http://www2.sas.com/proceedings/sugi27/p219-27.pdf SAS Code http://ncook.bwh.harvard.edu/sas-macros.html SAS Macro (vintage) https://github.com/friendly

https://www.occ.treas.gov/news-issuances/bulletins/1997/bulletin-1997-24.html May 1997 Credit Scoring Models: Examination Guidance Appendix on validation, override, and prohibited bias (front-end and back-end monitoring!) https://www.federalreserve.gov/supervisionreg/srletters/sr1107a1.pdf OCC 2011-12 Supervisory Guidance on Model Risk Management (same as SR Letter 11-7) Major part on validation, covering Outcome Analysis, Model Inventory, as well as governance such as IA role https://ithandbook.ffiec.gov/media/resources/3676/occ-bl2000-16_risk_model_validation.pdf OCC Bulletin to all National Bank CEO  on Model Validation https://www.occ.treas.gov/publications-and-resources/publications/comptrollers-handbook/files/rating-credit-risk/index-rating-credit-risk.html OCC Rating Credit Risk https://www.federalreserve.gov/bankinforeg/basel/files/bcc1305.pdf US Requirement for Conservatism to the Parameters in the Advanced Approaches https://www.occ.treas.gov/...