Model Risk Management with SAS

Cut through the complexity of model risk management with a guide to solutions from SAS! There is an increasing demand for more model governance and model risk awareness. At the same time, high-performing models are expected to be deployed faster than ever. SAS Model Risk Management is a user-friendl...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cary, NC : SAS Institute, 2020.
Temas:
SAS (Computer file)
Risk management > Data processing.
Gestion du risque > Informatique.
Risk management > Data processing
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Intro
  • Contents
  • About This Book
  • What Does This Book Cover?
  • Is This Book for You?
  • What Are the Prerequisites for This Book?
  • What Should You Know about the Examples?
  • Software Used to Develop the Book's Content
  • We Want to Hear from You
  • Introduction to SAS Model Risk Management
  • Overview
  • Regulatory Environment
  • Design Principles
  • Table 1.1: SAS Model Risk Management Design Principles
  • Figure 1.1: MRM Architecture
  • Example
  • Model Risk Dashboard
  • Figure 1.2: Model Risk Dashboard
  • Figure 1.3: Model Risk Matrix
  • Figure 1.4: % Undocumented Models
  • Figure 1.5: Dashboard Filtered by Business Unit
  • Model Governance Overview Dashboard
  • Figure 1.6: Model Governance Overview Dashboard
  • Figure 1.7: Summary of Changes to the Model Inventory
  • Figure 1.8: Model Inventory
  • Figure 1.9: Model Detail
  • Operational Environment
  • Figure 1.10: Operational Environment
  • Figure 1.11: Related Models
  • Figure 1.12: Workflow
  • Summary
  • Model Life Cycle
  • Overview
  • Figure 2.1: Model Life Cycle
  • SAS Model Risk Management
  • Figure 2.2: Three Lines of Risk Management Defense
  • Key Concepts
  • Objects
  • Table 2.1: Business Object Examples
  • Figure 2.3: Business Objects
  • Links
  • Dimensions
  • Users, Roles, and Positions
  • Figure 2.4: User, Role, and Position
  • Data Loader
  • Table 2.2: Types of Data
  • Practice: User Interface Tour
  • Practice: Solutions
  • Model Onboarding
  • Model Candidate Assessment
  • Model Assessment
  • Figure 3.1: Model Inventory Process
  • Demo 3.1: Viewing the Model Candidate Assessment
  • Non-Model (Tools) Assessment
  • Figure 3.2: Non-Model Inventory Process
  • Demo 3.2: Viewing the Non-Model (Tools)
  • Model Inventory
  • Figure 3.3: Model Inventory Process
  • Demo 3.3: Viewing the Model Inventory
  • Model Data Sources
  • Model Variables
  • Model Review, Findings, and Action
  • Model Review
  • Figure 4.1: Model Review Process
  • Demo 4.1: Processing a Model Review
  • Model Monitoring
  • Figure 4.2: Model Risk Management Technical Design for Model Monitoring
  • Findings and Actions
  • Figure 4.3: Findings and Action Plan Process
  • Demo 4.2: The Finding and Action Plan Process
  • Model Risk Assessment and Attestation
  • Model Risk Assessment
  • Model Risk Assessment Process
  • Figure 5.1: Risk Tier Determination
  • Figure 5.2: Inherent Risk Score
  • Figure 5.3: Residual Risk Score
  • Demo 5.1: Perform a Model Risk Assessment
  • TRIM (Targeted Review of Internal Models)
  • Figure 5.4: TRIM Process
  • Model Inventory Attestation
  • Figure 5.5: Inventory Attestation Process
  • Model Usage and Change Management
  • Model Usage
  • Figure 6.1: Model Usage Process
  • Model Change Management
  • Figure 6.2: Change Management Process
  • Policy Exceptions
  • Figure 6.3: Model Risk Management Life Cycle
  • Figure 6.4: Policy Exception Process
  • Additional Topics
  • Correspondence
  • Figure 7.1: Correspondence Process
  • Demo 7.1: Using Correspondence
  • Dashboards for Management Reports

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