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.
- 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.