Risk Management Solutions

Expected Credit Loss

Satisfy the expected loss accounting standards with confidence and efficiency.

How SAS® Supports Expected Credit Loss

A controlled, high-performance environment.

The expected credit loss accounting standards, CECL and IFRS 9, add much more complexity to the reserving process, and institutions face significant challenges. SAS provides a controlled, high-performance environment to execute the entire ECL process in a substantially reduced time frame.

Configurable workflows & centralized orchestration

  • An embedded workflow engine enables you to specify tasks, timelines and approval paths.
  • Centrally monitor status, and track progress against plans, approvals, attachments and comments for each step.
  • Centralized scenario management lets you import, export, store and change scenarios.
  • Includes configurable portfolio segmentation and business evolution plans.

Powerful data management with integrated governance & controls

  • Preconfigured data quality rules are mapped to the BCBS239 principles.
  • A controlled, centralized model library automatically documents all changes to data and facilitates model control by enabling all models to be versioned and searched.
  • Promote models from development to production, and archive previous model versions.
  • Allows transparent and well-controlled entry of post-model adjustments.
  • Manages security for protection of project data, models, scenarios, reports and configuration.

Aggregation & reporting

  • Quickly design and deploy ECL reports with easy-to-use, self-service reporting templates and out-of-the box visualizations.
  • Aggregate or drill into results on the fly to understand the drivers and assess the financial impacts.
  • Automate disclosures and posting into ledgers for enhanced accountability.

High-performance, adaptive architecture

  • High-performance, in-database/in-memory execution allows timely, on-demand simulations, analysis and decisions.
  • SAS solutions scale to the size and complexity of your institution, up to the largest and most complex global enterprises, designed to be adaptable to changing business needs and market requirements.

Why choose SAS® for expected credit loss?

SAS provides a comprehensive, integrated environment – deployed on-side or hosted in a cloud environment – that can adapt to changing business needs and market requirements.

Achieve greater efficiency & significantly shorter cycle times

Reduce costs and effort required to operate and maintain, while getting results quickly, using a highly automated process. Centralization of process flow eliminates redundancies and non-value-add activities.

Gain improved capabilities & controls

Perform what-if analysis and simulations over multiple scenarios. Transparent process flow is fully auditable and repeatable, enabling robust and defendable estimates each cycle.

Align expected credit loss estimates with stress testing & other risk & finance functions

SAS expected credit loss offerings sit on top of an integrated risk and finance platform (SAS Risk Stratum) that also includes components for stress testing, ALM and model risk management.

Customer Success

Working Smarter With Expected Credit Loss Solutions From SAS

Turning stress testing into competitive advantage with advanced analytics

SAS helps leading international banking group Standard Chartered PLC meet stress-testing requirements and assess the effect of crisis scenarios on its future P&L and balance sheet.

RiskTech100® Awards

Chartis désigne SAS comme lauréat dans sept catégories

Chartis RiskTech 100 2024 Award logo
Chartis RiskTech 100 2024 AI in Banking Award logo

En poursuivant son ascension dans le classement mondial Top 100 meilleurs fournisseurs de technologies de gestion des risques et de conformité, SAS a remporté sept catégories de prix technologiques, dont l'IA pour la banque, Balance Sheet Risk Management, Behavioral Modeling, Enterprise Stress Testing, IFRS 9, Model Risk Management, and Risk & Finance Integration.

Prenez contact avec SAS et voyons ensemble ce que nous pouvons faire pour vous.