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Solution Overview for IFRS 9 on SAS® Risk Stratum
This course introduces data and risk analysts to the tasks used in the monthly production cycle. The course includes hands-on demonstrations and teaches you key concepts, terminology, and base functionality that are integral to SAS Solution for IFRS 9. The self-study e-learning includes:
- Annotatable course notes in PDF format.
- Virtual lab time to practice.
Learn How To Describe the role and use of each component of the SAS Solution for IFRS 9. Describe the process of calculating expected credit loss. Describe the required input data sets for each component. Create and apply business rule sets for data quality and stage allocation. 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 IFRS 9 disclosure reports. Who Should Attend Members of your organization's project team who will participate in the requirements development and solution design phases of your implementation of SAS Solution for IFRS 9 Prerequisites None. SAS Products Covered SAS Risk Stratum Course Outline Introduction to the SAS Risk Stratum Platform Introduction to the SAS Risk Stratum platform. Key concepts.Introduction to SAS Solution for IFRS 9IFRS 9 overview. Introduction to the IFRS 9 workflow. Create and initialize a cycle.Data Processing and Data ClassificationData processing. Data classification.Credit Risk AnalysisPrepare scenarios. Credit risk analysis.AttributionAttribution analysis.Disclosure Reports and Sign-OffGenerate disclosure reports and sign off.
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