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SAS(R) Expected Credit Loss: Workshop

  • Tuition USD $2,275
  • Reviews star_rate star_rate star_rate star_rate star_half 944 Ratings
  • Course Code RECLW
  • Duration 3.5 days
  • Available Formats Classroom

This workshop on SAS Expected Credit Loss prepares members of your organization to configure and use the solution, as well as test the results it produces. The course provides details on how to use each component of SAS Expected Credit Loss. After completing the course, participants are prepared to engage in testing activities and sign-off milestones during the test and deploy phases of the implementation, and to begin the configuration activities needed for business as usual support.

Skills Gained

  • use SAS Business Rules Manager to create rule sets, rule flows, test, and publish rule flows
  • use SAS Model Implementation Platform to import the required data sets and create model groups, model group mappings, portfolio cubes, and scenario runs in order to generate ECL output data sets
  • use SAS Model Implementation Platform to review and interpret user-defined logic (UDL) and diagnose and troubleshoot run time errors
  • use SAS Risk and Finance Workbench to manage the ECL workflow by creating projects, associating process definitions, and loading detail data
  • use SAS Risk and Finance Workbench worksheets to review and adjust ECL projections and allocate any adjustments to the loan level
  • use SAS Risk and Finance Workbench to generate reports based on final approved ECL values.

Who Can Benefit

  • Anyone who will be involved in reviewing, testing, and using output of SAS for Expected Credit Loss, including members from Finance/Accounting, Risk Management, and Model Execution/Deployment teams


  • There are no formal prerequisites for this course.

Course Details

Introduction to SAS for Expected Credit Loss

  • what is expected credit loss?
  • components of SAS Expected Credit Loss
  • example IFRS9 monthly production workflow

Using Data Quality and Stage Allocation Rules

  • registering data and creating vocabularies
  • creating rule sets and rule flows
  • rule flow testing and publishing

Implementing Models Using SAS Model Implementation Platform

  • introduction to the solution
  • working with input data sets
  • creating portfolio analysis objects
  • analyzing a portfolio

Reviewing ECL Output and Process Management

  • introduction to SAS Risk and Finance Workbench
  • review of environment configuration
  • review of data load
  • using worksheets and reports

How do I enroll?

A comprehensive listing of ExitCertified courses can be found here. You can register directly for the required course/location when you select "register". If you have any questions or prefer to speak with an ExitCertified education consultant directly, please submit your query here. A representative will contact you shortly.

How do I pay for a class?

You can pay at the time of registration using credit card (Mastercard/Visa/American Express) cheque or PO.

When does class start/end?

Classes begin promptly at 9:00 am, and typically end at 5:00 pm.

Does the course schedule include a Lunchbreak?

Lunch is normally an hour long and begins at noon. Coffee, tea, hot chocolate and juice are available all day in the kitchen. Fruit, muffins and bagels are served each morning. There are numerous restaurants near each of our centers, and some popular ones are indicated on the Area Map in the Student Welcome Handbooks - these can be picked up in the lobby or requested from one of our ExitCertified staff.

How can someone reach me during class?

If someone should need to contact you while you are in class, please have them call the center telephone number and leave a message with the receptionist.

What languages are used to deliver training?

Most courses are conducted in English, unless otherwise specified. Some courses will have the word "FRENCH" marked in red beside the scheduled date(s) indicating the language of instruction.

What does GTR stand for?

GTR stands for Guaranteed to Run; if you see a course with this status, it means this event is confirmed to run. View our GTR page to see our full list of Guaranteed to Run courses.

Very good overview and Intro to AWS. Just the right amount of information.

I took the AWS SysOps Traning class. Instructor was fantastic and the labs were fun and easy to understand. I had no issue

Great training provided. One suggestion is mail out printed copy of course material and exercises to participants.

ExitCertified has well experienced and professional instructors that make their training sessions a remarkable one.

I like the instructor teaching method and well preparedness for the course.

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