Solution Overview for IFRS 9 on SAS Risk Stratum

This course introduces data and risk analysts to the tasks used in the monthly production cycle. The course includes hands-on demonstrations and teaches you key concepts, terminology, and base functionality that are integral to SAS Solution for IFRS 9.

The self-study e-learning includes:

• Annotatable course notes in PDF format.
• Virtual lab time to practice.

Learn how to

• Describe the role and use of each component of the SAS Solution for IFRS 9.
• Describe the process of calculating expected credit loss.
• Describe the required input data sets for each component.
• Create and apply business rule sets for data quality and stage allocation.
• Use SAS Model Implementation Platform to create the required objects in order to analyze different risk factor scenarios and to generate Expected Credit Loss output data sets.
• Leverage the content to orchestrate the monthly production cycle, including configuration of the required objects to generate IFRS 9 disclosure reports.

Who should attend

Members of your organization's project team who will participate in the requirements development and solution design phases of your implementation of SAS Solution for IFRS 9

None.

This course addresses SAS Risk Stratum software.

Introduction to the SAS Risk Stratum Platform

• Introduction to the SAS Risk Stratum platform.
• Key concepts.

Introduction to SAS Solution for IFRS 9

• IFRS 9 overview.
• Introduction to the IFRS 9 workflow.
• Create and initialize a cycle.

Data Processing and Data Classification

• Data processing.
• Data classification.

Credit Risk Analysis

• Prepare scenarios.
• Credit risk analysis.

Attribution

• Attribution analysis.

Disclosure Reports and Sign-Off

• Generate disclosure reports and sign off.