This workshop on SAS Expected Credit Loss prepares members of your organization to configure and use the solution, as well as test the results it produces. The course provides details on how to use each component of SAS Expected Credit Loss. After completing the course, participants are prepared to engage in testing activities and sign-off milestones during the test and deploy phases of the implementation, and to begin the configuration activities needed for business as usual support.
Learn how to
- use SAS Business Rules Manager to create rule sets, rule flows, test, and publish rule flows
- use SAS Model Implementation Platform to import the required data sets and create model groups, model group mappings, portfolio cubes, and scenario runs in order to generate ECL output data sets
- use SAS Model Implementation Platform to review and interpret user-defined logic (UDL) and diagnose and troubleshoot run time errors
- use SAS Risk and Finance Workbench to manage the ECL workflow by creating projects, associating process definitions, and loading detail data
- use SAS Risk and Finance Workbench worksheets to review and adjust ECL projections and allocate any adjustments to the loan level
- use SAS Risk and Finance Workbench to generate reports based on final approved ECL values.
Who should attend
Anyone who will be involved in reviewing, testing, and using output of SAS for Expected Credit Loss, including members from Finance/Accounting, Risk Management, and Model Execution/Deployment teams
Formats available | Standard Duration | | |
Classroom: |
3.5 days | | |
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There are no formal prerequisites for this course.
This course addresses SAS Expected Credit Loss software.
