![]() Complete flexibility in defining optional rule based linkages of individual model Grade Scales to Master Rating Scale.Ĭapability to configure facility risk evaluation workflow process by linking multiple rating models and instances to produce a facility or transaction rating giving the institution capability for integrated credit evaluation output for different facility dimensions like industry, obligor, security / facility level rating to arrive at the final ratings / risk scores based on master rating scale. Highly flexible architecture allows configuration of multiple interdependent algorithms for adjustments to rating scores to arrive at the final rating including judgmental overrides.Įnables development of multiple Grade scales with specific definitions or categories of risk. Flexibility in assigning scores and weights to model defined parameters as defined by the business rules of the model. Provision to maintain counterparties and model any type of related quantitative and qualitative information in user defined formats.įlexibility to host multiple risk rating models and scorecards – application and behavioral PD and LGD - for rating Obligor / Facility / Industry / Product / transaction. It uses a proprietary concept - Fact Sheet – which can be effectively leveraged for capturing financial spreads, calculating ratios and building quantitative, qualitative information, evaluation parameters, scorecards and models, based on business user requirements.Įnables flexible customer information and input formats which can be defined by the business users and used for data capture for modeling.Įasy user defined customized validation checks for business rules to financial and quantitative information spreading template to ensure correctness of input data at the end user level.Įvaluation parameters – whether quantitative, qualitative or transformed - can be intuitively constructed by the modeler. SAS® Regulatory Content for EBA Taxonomies Meet European Banking Authority (EBA) reporting requirements and gain business value with a collection of industry-leading reporting content.Enables flexible financial statement formats for sophisticated financial analyses for the obligation. SAS® Model Implementation Platform Quickly and efficiently execute a wide range of models used in bank stress tests and other enterprise-level risk assessments. SAS® Risk Engine Make better, faster decisions based on current views of your overall risk exposure. ![]() SAS® Credit Scoring Develop, validate and monitor credit scorecards faster, cheaper and more flexibly than any outsourcing alternative. SAS® Risk Modeling Quickly develop, validate, deploy and track risk models in house – while minimizing model risk and improving model governance. ![]() SAS® Solution for Regulatory Capital Proactively manage regulatory risk with a single, end-to-end risk management environment. SAS® Risk Stratum Adopt a risk foundation that delivers three tiers of capabilities to match your needs, with each level building on the previous one to form a complete risk management foundation.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |