SAS Programming in Banking

$500.00 Including TaxesEnroll

This is a Live Course where the classes will be conducted on a specific timing, by an instructor, on web meeting. The details of the course will be sent you sent to your registered email ID. For any other specific questions, you can reach us at training@pvrtech.com.

Category: Basic

Topics covered in this program.

Introduction

– Banking Process Overview

Credit Scoring

– What is Credit Scoring
– Deployment of CSfB
– What is Detailed Data Store (DDS)?

Foundation Data Mart (FM)

– Data Model Overview
– ETL
– Loading Foundation Mart
– Customization Guidelines

CSFB application

– Application interface
– Data preparation
– Troubleshooting
– Auditability and Transparency

CSFB Application

– Application Configuration

Model Specification

– Judgmental Scorecard
– EM model

Backtesting

– Purpose
– Process
– Guidelines

Implementation Guidelines

– Model Deployment/Scoring Process
– What is Credit Scoring Mart?
– Load developmental data
– Populating mart
– What is Pooling?
– Model monitoring reports
– Subset population on model monitoring reports
– Prepackaged business reports

Asset Liability Management

– SAS Risk Management for Banking Architecture
– Asset Liability Management Module
– RMfB Data Management
– Enrichment for LCR and NSFR Classification
– Data Requirement for Liquidity Risk
– Risk Dimensions Configuration for Asset Liability Management Analysis
– Asset Liability Management Reporting
– Implementation Methodology/Process

First Day of Work

– What to expect on First Day?
– What to ask and what not to ask?
– Connecting to Systems and Navigating
– Adding things in Favorite for faster retrieval
– Understanding the terminologies used