This solution overview training for SAS Risk Stratum for CECL prepares members of your organization's project team to be effective and informed participants in the requirements development and solution design phases of your implementation. The course includes hands-on demonstrations and teaches you key concepts, terminology, and base functionality that are integral to SAS Risk Stratum for CECL. After completing the course, participants will be prepared to make key business decisions.
The self-study e-learning includes:
- Annotatable course notes in PDF format.
- Virtual Lab time to practice.
Learn How To
Examine how SAS Risk Stratum utilizes the CECL Content package. Describe the role and use of each component of SAS Risk Stratum for CECL. Describe the required input data sets for each component. Examine how to run credit risk analysis. Use SAS Model Implementation Platform to create the required objects in order to analyze different risk factor scenarios and to generate Expected Credit Loss output data sets.Leverage the content to orchestrate the monthly production cycle, including configuration of the required objects to generate CECL disclosure reports.
Who Should Attend
Anyone who will be involved in implementing and using SAS Risk Stratum for CECL, including team members from Finance or Accounting, Risk Management, and Model Execution or Deployment, as well as solution administrators and IT associates
Prerequisites
There are no prerequisites for this course.
SAS Products Covered
SAS Expected Credit Loss
Course Outline
Introduction to SAS Risk Stratum for CECL Overview
CECL overview. Introduction to the SAS Risk Stratum platform. Introduction to the CECL workflow. Key concepts.Initializing a CECL Workflow CycleCreate and initiate a cycle. Common workflow objects. Data Processing and Data QualityOverview of data processing. Data preparation. Run, review, and adjust data quality.Credit Risk AnalysisOverview of credit risk analysis.Prepare scenarios.Run credit risk analysis.Examining the Use of ModelsUsing models in SAS Risk Stratum.Working with modeling systems.Reviewing Credit Risk Analysis ResultsReviewing credit risk analysis results.Adjustments and allocation.Attribution AnalysisIntroduction to attribution analysis.Running attribution analysis.Disclosure ReportsGenerate disclosure reports.Review reports.Appendix AUsing the AFS flow in a cycle.
