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

Course Details
Code: RCCLCA6
Tuition (USD): $650.00 • Classroom (1 day)

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(R) Expected Credit Loss Workshop: Loading ECL Data and SAS(R) 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
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