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Working with Models in SAS® Risk Stratum
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Working with Models in SAS® Risk Stratum
RRSWM : 
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. <p>The self-study e-learning includes: <br><ul><li>Annotatable course notes in PDF format. <li>Virtual lab time to practice. </ul>
Learn How To
  • 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 and other code models, including Python, R, and Lua.
  • 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.
    • Who Should Attend
    Risk modelers who are responsible for modeling activities that calculate expected credit loss using SAS Risk Stratum
    Prerequisites
    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.
    SAS Products Covered
    SAS Expected Credit Loss
    Course Outline
    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 and other code models, including Python, R, and Lua.
  • 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.
    • Live Class Schedule
    Duration: 14.0 hours
    Step into our live classes and experience a dynamic learning environment where you can ask questions, share ideas, and connect with your instructor and classmates. With on-demand lab hours, you can explore the material at your own pace. Our globally acclaimed instructors will motivate you to think bigger, so you can take what you've learned and achieve your biggest goals.
    This course isn't publicly scheduled, but private training and mentoring may be available. Contact us to explore options.
    Private Training
    Get training tailored specifically for your team, led by expert SAS instructors. Choose from virtual sessions, or training at your location (or ours). Perfect for teams seeking a customized curriculum and plenty of interaction with a SAS specialist. We'll schedule it at a time that works for you.
    Request private training
    Mentoring Services
    Take your training to the next level with personalized mentoring. While private training offers structured coursework, mentoring provides hands-on, real-time support from a subject matter expert. As you work with your own data, you'll receive expert guidance to help you uncover insights, unlock the full potential of your data, and make faster progress. Perfect for those looking to apply what they’ve learned and see quicker results.
    Request mentoring