This SAS Model Implementation Platform training course prepares model implementation teams in financial institutions to conduct credit loss reserving, and loan valuation to satisfy regulatory requirements including IFRS9 and CECL.
By attending SAS Model Implementation Platform workshop, delegates will learn to:
- Import portfolio data and economic scenarios
- Import models from a source model directory
- Group models into model groups by asset type
- Define logic to calculate expected loss
- View and analyze portfolio run results
- Basic understanding of programming and modeling.
The SAS Model Implementation Platform class is ideal for:
- Anyone responsible for implementing and integrating models using SAS Model Implementation Platform or administering the solution