SAS^® Credit Assessment Manager

Exposure selection for individual assessments

• Rules-driven process for filtering loans and other credit exposures for individual assessment.
• Ability to manually add counterparties for individual assessment.
• Visualization of selection rules used for each monthly run.
• Rules for establishing validity of prior individual assessments.

Individual assessment decisioning

• Questionnaire-based decisioning for both retail and commercial loans.
• Supports restaging of individual loans.
• Rule-based triggers.

Comprehensive workflow and analytics

• Iterative, workflow-driven processes involving available cash flows, likelihood of various economic scenarios, available and matched collateral, and other cash sources.
• Alignment of data and analytics.
• Mapping of results to debt-servicing options.

Complete audit trail

• Documentation of decisions.
• Includes all required records and artifacts from modification through foreclosure.
• Transparent assessment processes.

Loan contamination

• Link exposures to specific counterparties.
• Identify contamination and interconnected risks.

Reliable data

• Aggregate internal and external data sources.
• Map to IFRS 9 and CECL collective assessment data.