SAS® Allowance for Credit Loss

SAS® Expected Credit Loss

Calculate and account for expected credit losses and perform loss reserving with this web-based solution, SAS Allowance Credit Loss.   The models used for calculating expected credit losses must be run on a regular basis to capture changes in the portfolio, to account for changes in macroeconomic conditions and credit quality, and to modify and test various shock scenarios.  Under these regulations, the models must be transparent to risk managers and regulatory auditors and provide the ability to review intermediate data, make adjustments as needed, and report final results.  

 

 

The most recent releases are:

SAS Allowance for Credit Loss on the SAS Viya platform

SAS Expected Credit Loss on the SAS Viya platform

SAS Expected Credit Loss 2.3 on SAS 9.4

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Documentation

Find user's guides and other technical documentation for SAS Expected Credit Loss and SAS Allowance for Credit Loss.


SAS Allowance for Credit Loss on the SAS Viya Platform

SAS Allowance for Credit Loss: Help Center  

SAS Expected Credit Loss on the SAS Viya Platform

SAS Expected Credit Loss: Help Center  

Previous Versions on SAS 9.4

SAS Expected Credit Loss is a software solution that consists of a suite of products plus an optional content release. Please see the related documentation below for information about installing and configuring the supporting products.

CECL

SAS Expected Credit Loss 2.3: Administering SAS Regulatory Content for CECL

EBA Stress

SAS Expected Credit Loss 2.3: Administering SAS Regulatory Content for EBA Stress

IFRS 9

SAS Expected Credit Loss 2.3: Administering SAS Regulatory Content for IFRS 9

IFRS 17

SAS Expected Credit Loss 2.3: Administering SAS Regulatory Content for IFRS 17

SAS Expected Credit Loss 2.3: Administering SAS Solution for IFRS 17

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