This course prepares the financial analyst to use each of the components of SAS Expected Credit Loss. Participants learn to complete the task steps in the CECL monthly production process to generate the required output. Participants also learn how to use SAS Expected Credit Loss to review, analyze, and modify the expected credit loss. This workshop can be delivered separately, or in conjunction with the related workshops: SAS(R) Expected Credit Loss Workshop: Implementing ECL Models and SAS(R) Expected Credit Loss Workshop: Loading ECL Data Contact a SAS Education Sales representative to determine which approach is best for you.
- use SAS Risk and Finance Workbench to create projects and manage the monthly production cycle
- use worksheets in SAS Risk and Finance Workbench to review or adjust CECL projections and allocate any adjustments to the loan level
- use SAS Risk and Finance Workbench to generate reports that are based on final, approved CECL values
- adjust process definitions, hierarchy definitions, worksheet templates, and report templates to accommodate updates in process.
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.