SAS Risk Management
Development of Credit Scoring Applications Using SAS Enterprise Miner
This course teaches students how to build a credit scorecard, from start to finish, using SAS Enterprise Miner 7.1 and the methodology recommended by leading credit and financial experts.
SAS Firmwide Risk for Solvency II 3.1 Overview
This course provides an overview of SAS Federated Risk for Solvency II. The course will cover an introduction to the Solvency II regulations and how they relate to insurance companies. The class will also show in detail the creation of Instances, which provide necessary reports, creation of Federated Areas, and job flows. There are also included summaries of default job flows for a variety of risk areas related to different types of insurance and other potential solvency capital requirements. Students will be introduced to the Yoaqiang BPMN Editor in order to build Job Flows. After taking this class the student will have a solid overview of SAS Federated Risk for Solvency II.
Credit Scorecard Development and Implementation
This business-focused course provides a high-level introduction to credit risk management; detailed end-to-end methodology training for risk scorecard development for retail and SME portfolios; and discussions on scorecard implementation and risk strategy development, and scorecard and portfolio management reporting. The focus of the course is the development of application scorecards, but issues relating to behavior scorecard development will also be explored. Issues relevant to Basel II will be covered. These objectives are reflected in three sections.
Section 1, Introduction to Credit Risk: Students will get a high-level overview of the credit risk industry, risk management tools, and strategies. Students will understand the different uses of credit risk scorecards and learn industry terminology, as well as understand the main personas involved in successful credit scoring projects.
Section 2, Risk Scorecard Development: Students will learn how grouped-variable, points-based credit risk scorecards are developed, from the planning stages to delivery. While the main focus will be on business issues, statistical aspects of scorecard development will also be explored.
Section 3, Implementation and Maintenance: This section will cover post-development activities including setting cutoffs, strategy development, and scorecard maintenance reports.