SAS Solution Content for Stress Testing: Solution Overview

This solution overview training for SAS Solution Content for Stress Testing 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 demonstrations and teaches you key concepts, terminology, and base functionality that are integral to SAS Solution Content for Stress Testing. After completing the course, participants will be prepared to consider 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 Content for Stress Testing.
• Examine the process workflows and cycles, including the Enterprise-Wide Stress Testing process included in the content package.
• Describe the process of loading and validating data.
• Describe the required input for scenarios and business evolution plans.
• Examine actions completed when running the Stress Credit Risk task.
• Review balance sheet projections and adjust the stressed output using rule sets.
• Define the role SAS Model Implementation Platform has in generating the required output.
• Examine the other process flow included in the content package to support the Internal Capital Adequacy Assessment Process.

Who should attend

Anyone who will be involved in implementing and using SAS Solution Content for Stress Testing, 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
e-Learning:	10.5 hours/180 day license

There are no prerequisites for this course.

This course addresses SAS Risk Management software.

Introduction to SAS Solution Content for Stress Testing

• Stress testing overview.
• Components of the platform.
• Managing the stress testing process flow.

Process Workflows and Cycles

• Introduction to process workflows.
• Creating and initializing a cycle.

Data Processing

• Overview of data processing.
• Data preparation.
• Running, reviewing, and adjusting data quality.

Configuration Assumptions

• Overview of stress testing assumptions.
• Loading master risk scenarios.
• Configuring a segmentation scheme.
• Configuring an allocation scheme.
• Configuring business evolution plans.

Stress Credit Risk

• Stress Credit Risk activity.
• Reviewing credit risk results.
• Credit risk adjustments.

Balance Sheet Projections and Signoff

• Balance sheet projection overview.
• Configuring and running balance sheet projections.
• Reviewing and adjusting balance sheet projections.

Introduction to SAS Model Implementation

• Review of model types.
• Introduction to SAS Model Implementation Platform.
• Working with modeling systems.

Using the ICAAP Process Workflow

• Introduction to the ICAAP Stress Testing perspective.
• ICAAP Stress Testing Cycle overview.
• ICAAP Stress Testing Aggregation cycle.