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.
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.
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
https://www.exitcertified.com/training/sas/sas-high-performance-analytics/sas-high-performance-analytics/-51231-detail.htmlRECLWSAS(R) Expected Credit Loss: Workshophttps://assets.exitcertified.com/assets/CourseImages/3f26536344/AdobeStock_215707554__FitMaxWzEwMDAsMTAwMF0.jpg2275.00USDInStock/Training/SAS/High-Performance Analytics/High-Performance AnalyticsThis workshop on SAS Expected Credit Loss prepares members of your organization to configure and use the solution, as well as...2275.00SASClassroom2017-02-23T14:37:13+00:00USD