In this hands-on course, risk modelers learn how to manage models and related risk objects. Updates to SAS code models and modeling systems used in the monthly production cycle are demonstrated and practiced. Related model risk objects such as risk scenarios and attribution templates are introduced and modified. Students will become comfortable working in SAS Risk Stratum work spaces that are used for updates and changes to statistical models.

Aprenda como

• Create new model objects and register them for use in SAS Risk Stratum.
• Work with sample credit risk models.
• Update modeling systems in SAS Model Implementation Platform.
• Work with SAS Code models.
• Create and use model parameters to provide additional processing instructions.
• Add pre- and post-run processing to a credit risk model run.
• Submit and analyze model run results.
• Prepare master risk scenarios and include them in a credit risk model analysis run.
• Create and modify attribution templates and then run an attribution analysis and interpret results.

Quem poderá participar

Risk modelers who are responsible for modeling activities that calculate expected credit loss using SAS Risk Stratum

Formatos disponíveis	Duração
e-Learning:	14 horas/180 Dia licença

This course is for experienced modelers and analysts who have expertise using statistical modeling concepts and methods. Experience with SAS programming language is helpful but not required.

Este curso aborda SAS Expected Credit Loss software.

Getting Started with SAS Risk Stratum

• Course overview.
• Introduction to SAS Risk Stratum.

Working with Risk Models in Risk Stratum

• Risk models overview.
• Working with sample credit risk models.
• Working with modeling systems.
• Working with SAS code models.
• Using model parameters.
• Adding pre- and post-run processing.

Interpreting Credit Risk Analysis Run Results

• Locating analysis run results.
• Using the management summary report.
• Using High-Performance Risk Explorer.

Configuring Master Risk Scenarios

• Configuring and applying master risk scenarios.

Working with Attribution Analysis

• Configuring attribution templates.
• Reviewing attribution analysis results.