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SAS(R) Expected Credit Loss: Solution Overview for CECL

Course Details
Code: RCECL10
Tuition (USD): $975.00 • Classroom (1.5 days)

This solution overview training for SAS Expected Credit Loss prepares members of your organization's project team to be effective and informed participants in the requirements development and solution design phases of your implementation. The course includes hands-on demonstrations and teaches you key concepts, terminology, and base functionality that are integral to SAS Expected Credit Loss. After completing the course, participants will be prepared to make key business decisions.

Skills Gained

  • Describe the role and use of each component of SAS Expected Credit Loss .
  • Describe the process of calculating expected credit loss.
  • Describe the required input data sets for each component.
  • Leverage SAS Business Rules Manager to publish rule flows in support of data quality.
  • Use SAS Model Implementation Platform to create the required objects in order to generate Expected Credit Loss output data sets.
  • Leverage the content package and SAS Risk and Finance Workbench to orchestrate the monthly production cycle, including configuration of the required objects.

Who Can Benefit

  • Anyone who will be involved in implementing and using SAS Expected Credit Loss, including team members from Finance or Accounting, Risk Management, and Model Execution or Deployment, as well as solution administrators and IT associates

Prerequisites

  • There are no prerequisites for this course.

Course Details

Introduction to SAS Expected Credit Loss

  • CECL overview.
  • Components of SAS Expected Credit Loss.
  • Managing the CECL process flow.

Loading and Configuring Data

  • Loading data and data quality validations.
  • SAS Business Rules Manager.
  • Scenario and waterfall configuration.
  • Creation of portfolio and supporting data.

Running CECL Models

  • Introduction to SAS Model Implementation Platform.
  • Reviewing input data sets.
  • Reviewing portfolio analysis objects.
  • Analyzing a portfolio.
  • Working with modeling systems.

Working with CECL Results

  • Introduction to SAS Risk and Finance Workbench.
  • Key concepts.
  • Using worksheets for CECL analysis.
  • Reports for CECL.
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