SAS Risk Stratum for CECL: Workshop

This course prepares end users for using SAS Solution for CECL on SAS Risk Stratum. The training prepares members of your organization's ECL analysis team to use SAS Risk Stratum to calculate your ECL. The course includes hands-on demonstrations and teaches key concepts, terminology, and base functionality that are integral to SAS Solution for CECL. After completing the course, participants will be prepared to make key business decisions.

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 SAS Solution for CECL on SAS Risk Stratum.
• Describe the process of calculating expected credit loss.
• Describe the high-level workflows included with SAS Solution for CECL.
• Examine key concepts for using the standard CECL workflow.
• Analyze the results of the Credit Risk Analysis workflow activity.
• Leverage the content to orchestrate the monthly production cycle, including configuration of the required objects to generate CECL disclosure reports.

Who should attend

Anyone who will be involved in using SAS Solution for CECL on SAS Risk Stratum, including team members from Finance or Accounting, Risk Management, and Model Execution or Deployment, as well as solution administrators and IT associates

Formats available	Duration
Live Web Classroom:	3 half-day session(s)
e-Learning:	10.5 hours/180 day license

There are no prerequisites for this course.

This course addresses SAS Risk and Finance Workbench, SAS Expected Credit Loss software.

Introduction to SAS Stratum Content for CECL

• Course overview.
• Introduction to the SAS Stratum platform.
• Introduction to the CECL workflow.
• Key concepts.

Initiating a CECL Workflow Cycle

• Creating and initiating a cycle.
• Common workflow objects.

Data Pre-processing

• Overview of data processing.
• Data preparation.
• Run, review, and adjust data quality.

Credit Risk Analysis

• Overview of credit risk analysis.
• Prepare scenarios.
• Run credit risk analysis.
• Review results.
• Adjustments and allocation.

Attribution Analysis

• Introduction to attribution analysis.
• Running attribution analysis.

Disclosure Reports

• Generate disclosures.
• Review reports.