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SAS(R) Expected Credit Loss Workshop: Implementing ECL Models

  • Tuition USD $650
  • Reviews star_rate star_rate star_rate star_rate star_half 944 Ratings
  • Course Code RCCLCA6
  • Duration 1 day
  • Available Formats Classroom

This course prepares credit analysts to use each of the components of SAS Expected Credit Loss and to test the results that each component produces. Participants prepare to engage in testing activities and sign off on milestones during the test and deploy phases of the implementation. They also prepare to complete the task steps in the CECL monthly production process to generate the required output. This workshop can be delivered separately or in conjunction with the related workshops: SAS® Expected Credit Loss Workshop V06: Loading ECL Data and SAS® Expected Credit Loss Workshop: Reviewing and Adjusting ECL Output Contact a SAS Education Sales representative to determine which approach would be best for you.

Skills Gained

  • use SAS Model Implementation Platform to review the required data sets and create model groups, model group mappings, portfolio cubes, and scenario runs to generate CECL output data sets
  • use SAS Model Implementation Platform to review and interpret user-defined logic (UDL) and diagnose run-time errors
  • apply updates when models are re-estimated, verify results, and publish modeling systems across environments.

Who Can Benefit

  • Anyone who is involved in reviewing, testing, and using the output of SAS Expected Credit Loss, including members from finance or accounting, risk management, and model execution or deployment teams.

Prerequisites

  • There are no prerequisites for this course.

Course Details

Introduction to SAS Expected Credit Loss

  • overview of current expected credit loss (CECL)
  • components of SAS Expected Credit Loss
  • managing the CECL process flow

Running the Production Cycle

  • overview of the CECL process
  • reviewing and approving portfolio data
  • preparing and running ECL models
  • reviewing and signing off on Q-factors

Updating the Production Cycle: Revising Modeling Systems

  • overview of using SAS Model Implementation
  • revising modeling systems

Additional Process Definitions

  • overview of additional process definitions

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.

ExitCertified was a good platform to use to develop the relevant skills and we learned a lot on how to actually spin up the tools and services we were learning about.

Lectures are great, had a hard time with the lab exercises since instructions in the pdf are not that detailed.

I was familiar with some knowledge on AWS Cloud, however the instructor Lopez explained stuff that made it easy to understand. He was very knowledgeable with the information he provided during class

Class had good pace, the curriculum appeared to focus on exam prep (which was good), the lab worked very well except for one small instance.

Great Class and Chris was a very knowledgeable instructor. Hoping it prepped me well enough for upcoming exam!

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There are currently no scheduled dates for this course. If you are interested in this course, request a course date with the links above. We can also contact you when the course is scheduled in your area.

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