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Model Risk Management with SAS
book

Model Risk Management with SAS

by SAS Institute SAS
June 2020
Intermediate to advanced
102 pages
2h 16m
English
SAS Institute
Content preview from Model Risk Management with SAS

Appendix A: SAS Model Implementation Platform

Overview

Business Use Cases

Benefits

Core Components

User Interface

Atomic Model Inventory and Model Groups

High-performance Risk Explorer

Backtesting

Model Sensitivity Analysis

Out-of-the-box Attribution Analysis

Demo

Implement a Model

Publish a Model

Create a Model Group

Create a Model Group Map

Run a Scenario

Run Other Analyses

Overview

In this appendix, you will learn about the SAS Model Implementation Platform. This product is designed primarily for model developers, model implementation teams, and analysts tasked with generating loss forecasts for stress testing or financial reporting. It is also a central component of the SAS CECL, IFRS 9, and stress testing solutions.

The platform provides ...

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Publisher Resources

ISBN: 9781970170658