SAS Expected Credit Loss

title

SAS^® Expected Credit Loss

shelf-menu

title

SAS^® Allowance for Credit Loss

description

Calculate and account for expected credit losses and perform loss reserving with this web-based solution, SAS Allowance Credit Loss. The models used for calculating expected credit losses must be run on a regular basis to capture changes in the portfolio, to account for changes in macroeconomic conditions and credit quality, and to modify and test various shock scenarios. Under these regulations, the models must be transparent to risk managers and regulatory auditors and provide the ability to review intermediate data, make adjustments as needed, and report final results.

support-dropdown

Learn
- Training
Documentation
- Documentation
Support
- Blogs & Communities
- Get Help

background-image

The most recent releases are:

SAS Allowance for Credit Loss on the SAS Viya platform

SAS Expected Credit Loss on the SAS Viya platform

SAS Expected Credit Loss 2.3 on SAS 9.4

icon

heading

Training Courses

subheading

Learn SAS technology quickly and efficiently by taking a course from the analytics experts.

text-align

center

Learning path for Risk Management

icon

heading

Documentation

subheading

Find user's guides and other technical documentation for SAS Expected Credit Loss and SAS Allowance for Credit Loss.

text-align

center

SAS Allowance for Credit Loss on the SAS Viya Platform

SAS Allowance for Credit Loss: Help Center

SAS Expected Credit Loss on the SAS Viya Platform

SAS Expected Credit Loss: Help Center

Previous Versions on SAS 9.4

SAS Expected Credit Loss is a software solution that consists of a suite of products plus an optional content release. Please see the related documentation below for information about installing and configuring the supporting products.

The documentation for SAS Expected Credit Loss is intended for use by existing customers and requires an access key lock. You can obtain the access key from your SAS consultant or by contacting SAS Technical Support. In order to expedite your request, please include SAS Expected Credit Loss in the subject field of the form. Be sure to provide the SAS Site Number for your software license along with your request.
The solution is made up of a suite of products, including SAS® Business Rules Manager, SAS® Model Implementation Platform, SAS® Risk and Finance Workbench, SAS® Infrastructure for Risk Management, and SAS® Visual Analytics.
An additional license is required for each content release (month/year).