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.
Introduction to SAS Expected Credit Loss
overview of current expected credit loss (CECL)
components of SAS Expected Credit Loss
managing the CECL process flow
CECL Monthly Production Cycle
overview of the process
reviewing the ECL results
adjusting the ECL results
allocation to the detailed data set
complete monthly ECL process
Configuration Options for SAS Expected Credit Loss
SAS Risk and Finance Workbench environment configuration
https://www.exitcertified.com/training/sas/sas-high-performance-analytics/sas-high-performance-analytics/-55116-detail.htmlRCCLFASAS(R) Expected Credit Loss Workshop: Reviewing and Adjusting ECL Outputhttps://assets.exitcertified.com/assets/CourseImages/bdb1c7a928/AdobeStock_191686826__FitMaxWzEwMDAsMTAwMF0.jpg650.00USDInStock/Training/SAS/High-Performance Analytics/High-Performance AnalyticsThis course prepares the financial analyst to use each of the components of SAS Expected Credit Loss. Participants learn to...650.00SASClassroom2018-11-29T17:42:42+00:00USD