SAS Allowance for Credit Loss

Take your IFRS 9 and CECL process to a new level with a fully governed, automated workflow that includes highly efficient and precise computations.

Centralize the entire process

Control all your models, scenarios and data in a single repository. Orchestrate the entire IFRS 9 or CECL process with flexible and traceable workflows.

Get fast, precise results

Get your results faster with our highly efficient calculation engine and optimized processes that use in-memory processing. Choose the level of granularity for data processed by models and for results exploration. Then validate your model and data in a simulation cycle before using it in production.

Gain full insights into results & adjust as needed

Analyze the difference in provisions at the most granular level, and attribute changes to selected factors. Apply overlays with rules allocating on a granular level or directly on individual positions, and keep track of all changes.

Key features

Effectively address the requirements of CECL and IFRS 9 accounting standards and overcome business challenges related to the calculation of expected credit loss. A role-based, workflow-driven process enables users to contribute to the results while generating auditable artifacts along the way.

Model execution

Supports a wide range of models and engines.

Manual adjustments. 

Includes rule-based and many other post-model adjustment techniques.

Attribution analysis & simulations 

Lets you use configurable attributes to explain provisions changes and run what-if analyses. 

Workflow and governance

Provides an orchestrated process with fully transparent and repeatable calculations.

Greater efficiency

Provides an optimized and governed way to store data and conduct high-performance and transaction-level analysis.