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SAS Solution Content for Stress Testing

( Duration: 2 Days )

This SAS Solution Content for Stress Testing training course teaches the key concepts, terminology, and base functionality that are integral to SAS Solution Content for Stress Testing.

By attending SAS Solution Content for Stress Testing workshop, delegates will learn to:

  • Describe the role and use of each component of SAS Solution Content for Stress Testing
  • Examine the process workflows and cycles, including the Enterprise-Wide Stress Testing process included in the content package
  • Describe the process of loading and validating data
  • Describe the required input for scenarios and business evolution plans
  • Examine actions completed when running the Stress Credit Risk task
  • Review balance sheet projections and adjust the stressed output using rule sets
  • Define the role SAS Model Implementation Platform has in generating the required output
  • Examine the other process flow included in the content package to support the Internal Capital Adequacy Assessment Process

The SAS Solution Content for Stress Testing class is ideal for:

  • Anyone who will be involved in implementing and using SAS Solution Content for Stress Testing, including team members from Finance or Accounting, Risk Management, and Model Execution or Deployment, as well as solution administrators and IT associates

COURSE AGENDA

1

Introduction to SAS Solution Content for Stress Testing

  • Stress testing overview
  • Components of the platform
  • Managing the stress testing process flow
2

Process Workflows and Cycles

  • Introduction to process workflows
  • Creating and initializing a cycle
3

Data Processing

  • Overview of data processing
  • Data preparation
  • Running, reviewing, and adjusting data quality
4

Configuration Assumptions

  • Overview of stress testing assumptions
  • Loading master risk scenarios
  • Configuring a segmentation scheme
  • Configuring an allocation scheme
  • Configuring business evolution plans
5

Stress Credit Risk

  • Stress Credit Risk activity
  • Reviewing credit risk results
  • Credit risk adjustments
6

Balance Sheet Projections and Signoff

  • Balance sheet projection overview
  • Configuring and running balance sheet projections
  • Reviewing and adjusting balance sheet projections
7

Introduction to SAS Model Implementation

  • Review of model types
  • Introduction to SAS Model Implementation Platform
  • Working with modeling systems
8

Using the ICAAP Process Workflow

  • Introduction to the ICAAP Stress Testing perspective
  • ICAAP Stress Testing Cycle overview
  • ICAAP Stress Testing Aggregation cycle

Encarta Labs Advantage

  • One Stop Corporate Training Solution Providers for over 6,000 various courses on a variety of subjects
  • All courses are delivered by Industry Veterans
  • Get jumpstarted from newbie to production ready in a matter of few days
  • Trained more than 50,000 Corporate executives across the Globe
  • All our trainings are conducted in workshop mode with more focus on hands-on sessions

View our other course offerings by visiting https://www.encartalabs.com/course-catalogue-all.php

Contact us for delivering this course as a public/open-house workshop/online training for a group of 10+ candidates.

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