SAS Allowance for Credit Loss
Take your IFRS 9 and CECL process to a new level with a fully governed, automated workflow that includes highly efficient and precise computations.
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Centralize the entire process
Control all your models, scenarios and data in a single repository. Orchestrate the entire IFRS 9 or CECL process with flexible and traceable workflows.
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Get fast, precise results
Get your results faster with our highly efficient calculation engine and optimized processes that use in-memory processing. Choose the level of granularity for data processed by models and for results exploration. Then validate your model and data in a simulation cycle before using it in production.
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Gain full insights into results & adjust as needed
Analyze the difference in provisions at the most granular level, and attribute changes to selected factors. Apply overlays with rules allocating on a granular level or directly on individual positions, and keep track of all changes.
Key features
Effectively address the requirements of CECL and IFRS 9 accounting standards and overcome business challenges related to the calculation of expected credit loss. A role-based, workflow-driven process enables users to contribute to the results while generating auditable artifacts along the way.
Model execution
Supports a wide range of models and engines.
Manual adjustments.
Includes rule-based and many other post-model adjustment techniques.
Attribution analysis & simulations
Lets you use configurable attributes to explain provisions changes and run what-if analyses.
Workflow and governance
Provides an orchestrated process with fully transparent and repeatable calculations.
Greater efficiency
Provides an optimized and governed way to store data and conduct high-performance and transaction-level analysis.
Chartis RiskTech100® 2026 Awards
SAS ranks No. 2 overall – with seven category wins
SAS is ranked second overall in the world's foremost ranking of the Top 100 risk management and compliance technology providers. SAS also bested seven technology award categories, including AI for Banking, Balance Sheet Risk Management, Behavioral Modeling, Capital Optimization, Enterprise Stress Testing, IFRS 9 and Model Risk Management.
Related products & solutions
- SAS® Solution for IFRS 9Accelerate time to benefit and quickly meet IFRS 9 standards.
- SAS® Solution for Stress TestingMeet the challenges of enterprise stress testing and gain strategic advantage through advanced scenario-based planning.
- SAS® Model Risk ManagementSignificantly reduce your model risk, improve your decision making and financial performance, and meet regulatory demands with comprehensive model risk management.
- SAS® Solution for CECLQuickly meet new US Financial Accounting Standards Board current expected credit loss (CECL) standards with best practices for modeling, workflow and reporting.
SAS Allowance for Credit Loss frequently asked questions
What is SAS Allowance for Credit Loss?
SAS Allowance for Credit Loss is a software solution that automates and governs the entire Expected Credit Loss (ECL) process for compliance with IFRS 9 and CECL standards.
What does SAS Allowance for Credit Loss do?
SAS Allowance for Credit Loss centralizes data, models, scenarios and workflows in a single repository, enabling efficient credit-loss calculations, simulations and adjustments.
What types of analyses and adjustments does SAS Allowance for Credit Loss support?
SAS Allowance for Credit Loss supports model execution, rule-based manual adjustments, attribution analysis, what-if simulations and overlays at the transaction or position level.
How does SAS Allowance for Credit Loss improve efficiency?
SAS Allowance for Credit Loss uses an in-memory calculation engine and optimized workflows to deliver fast, precise results – even with large datasets – reducing manual effort and operational risk.
Who typically uses SAS Allowance for Credit Loss?
SAS Expected Credit Loss is used by financial institutions and lenders subject to IFRS 9 or CECL standards that need to manage, model and report credit-loss allowances consistently and auditably.
Can organizations trace and audit credit-loss calculations and adjustments?
Yes, the solution offers a governed, workflow-driven process that ensures transparency, repeatability and audit-ready artifacts for model results and provisioning.