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Calculate and account for expected credit losses and perform loss reserving with this web-based solution, SAS Expected 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 solution is made up of a suite of products, including SAS® Business Rules Manager, SAS® Model Implementation Platform, SAS® Risk and Finance Workbench,SAS® Infrastructure for Risk Management, and SAS® Visual Analytics
The most recent release is SAS Expected Credit Loss 2.3.
The solution consists of a platform suite of risk products designed to facilitate the analysis, calculation and reporting of expected credit loss (ECL).
This release contains a number of new features, including the following:
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Find user's guides and other technical documentation for SAS Expected Credit Loss.
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.
SAS Expected Credit Loss 2.3: Administering SAS Regulatory Content for IFRS 9
SAS Expected Credit Loss 2.3: Administering SAS Regulatory Content for CECL
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
SAS Expected Credit Loss 2.3: Administering SAS Regulatory Content for EBA Stress
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