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.
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.
There are no prerequisites for this course.
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
https://www.exitcertified.com/training/sas/sas-high-performance-analytics/sas-high-performance-analytics/-55114-detail.htmlRCCLCA6SAS(R) Expected Credit Loss Workshop: Implementing ECL Modelshttps://assets.exitcertified.com/assets/CourseImages/751623952d/AdobeStock_268305307__FitMaxWzEwMDAsMTAwMF0.jpg650.00USDInStock/Training/SAS/High-Performance Analytics/High-Performance AnalyticsThis course prepares credit analysts to use each of the components of SAS Expected Credit Loss and to test the results that each...650.00SASClassroom2018-11-29T17:42:42+00:00USD