Books

Info
These are books that I have found particularly useful in my career so far. They provide a comprehensive overview of the most important topics in credit modelling.
  • Credit Risk Analytics: Measurement Techniques, Applications, and Examples in SAS (Bart Baesens, Daniel Roesch, Harald Scheule).
  • Credit Scoring for Risk Managers: The Handbook for Lenders (Elizabeth Mays, Niall Lynas).
  • Intelligent Credit Scoring (Naeem Siddiqi).
  • Regression Modeling Strategies (Frank E. Harrell, Jr.).
  • The Elements of Statistical Learning (Trevor Hastie, Robert Tibshirani, Jerome Friedman).
  • An Introduction to Statistical Learning (Gareth James, Daniela Witten, Trevor Hastie, Robert Tibshirani).
  • The StatQuest Illustrated Guide To Machine Learning (Josh Starmer).