| Description |
1 online resource (102 p.) |
| Note |
Description based upon print version of record. |
| Contents |
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 |
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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 |
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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 |
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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 |
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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 |
| Note |
Figure 7.2: Model Life Cycle Governance |
| Summary |
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-friendly, web-based application that facilitates the capture and life cycle management of statistical model-related information. It enables all stakeholders in the model life cycle - developers, validators, internal audit, and management - to get overview reports as well as detailed information in one cent. |
| Subject |
SAS (Computer file)
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|
SAS (Computer file) |
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Risk management -- Data processing.
|
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Gestion du risque -- Informatique. |
|
Risk management -- Data processing |
| Other Form: |
Print version: SAS Model Risk Management with SAS Cary, NC : SAS Institute,c2020 9781970170634 |
| ISBN |
9781970170641 |
|
1970170646 |
|
1970170654 (electronic bk.) |
|
9781970170658 (electronic bk.) |
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