SAS® Expected Credit Loss Features

Controlled, centralized model deployment

  • Simplifies construction and management of complex systems of models with easy-to-use front end.
  • Program editor enables run‐time analysis of single models or model systems.
  • Supports firm‐specific model structures that can be written easily using SAS code.
  • Includes prebuilt templates for many common model structures.
  • Provides open framework that supports deployment of models created in Python, R and other programming languages.
  • Enables user‐specified outputs.
  • Supports both single path and stochastic modeling.

Common model execution library

  • Provides a model governance platform that includes interactive dashboards.
  • Automatically documents all changes to data models to ensure auditability.
  • Facilitates model control by enabling versioning and searching of all models and model groups.
  • Enables promotion of models from development to production, and archiving of previous model versions.
  • Supports tracking of model versioning, modeling systems and model approvals.

Process orchestration & coordination

  • Includes embedded workflow engine for specifying tasks, timelines and approval paths.
  • Enables central monitoring of status with the ability to track approvals, attachments and comments for each step.
  • Provides automatic, user-driven data and model loading.
  • Maintains complete data lineage.
  • Produces comprehensive audit reports.
  • Manages security for protection of project data, models, model groups, scenarios, hierarchies and configuration.

Results consolidation & reporting

  • Provides consolidation, reconciliation and aggregation of results.
  • Generates regulatory and financial accounting reports.
  • Includes templates for balance sheet, income statement and capital planning.
  • Defines legal entity structures and hierarchies.
  • Establishes mappings between different financial hierarchies, such as those used by accounting and treasury.
  • Manages allocation and application of financial rules.
  • Supports and tracks management overlays and overrides.

Web-based interface

  • Provides a centralized hub for orchestrating the entire allowance estimation process.
  • Includes flexible, on‐demand reporting capabilities.
  • Enables visual exploration and drill-down through results.

Scalable, in-memory risk engine

  • Enables distributed computing, allowing for massively parallel processing without the need to write any distributed processing code.
  • Provides flexible risk analysis capabilities, enabling complex exposure level modeling, simulations, sensitivity testing and risk contribution analysis.

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