This course prepares data, credit, and financial analysts to use each of the component of SAS Expected Credit Loss, understand the results that each component produces, and apply updates as required. Participants prepare to engage in testing activities and sign off on milestones during the test and deploy phases of the implementation. They also prepare to complete the task steps in the CECL monthly production process to generate the required output.
Learn how to
- Load the required input tables and interpret data quality validations.
- Use reports to identify any errors in the input data.
- Examine provided workflows in SAS Infrastructure for Risk Management to trace output.
- Adjust the scenarios, scenario weighting, and waterfall configuration.
- Use SAS Model Implementation Platform to review the required data sets and create model groups.
- Model group mappings, portfolio cubes, and scenario runs to generate CECL output data sets.
- Use SAS Model Implementation Platform to review and interpret user-defined logic (UDL) and diagnose run-time errors.
- Apply updates when models are re-estimated, verify results, and publish modeling systems across environments.
- Use SAS Risk and Finance Workbench to create projects and manage the monthly production cycle.
- Use worksheets in SAS Risk and Finance Workbench to review or adjust CECL projections and allocate any adjustments to the loan level.
- Use SAS Risk and Finance Workbench to generate reports that are based on final, approved CECL values.
- Adjust process definitions, hierarchy definitions, worksheet templates, and report templates to accommodate updates to the process.
Who should attend
Anyone who is involved in reviewing, testing, and using the output of SAS Expected Credit Loss, including members from finance or accounting, risk management, and model execution or deployment teams.
||7 hours/180 day
There are no prerequisites for this course.The course addresses SAS Model Implementation Platform and SAS Expected Credit Loss.
This course addresses SAS Expected Credit Loss, SAS Business Rules Manager software.