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Ifrs 9: Advanced Credit Risk Modelling In Sas Masterclass
Published 12/2025
Created by Taipa Gibon Huchu
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz, 2 Ch
Level: All | Genre: eLearning | Language: English | Duration: 95 Lectures ( 12h 41m ) | Size: 6 GB [/center]
Advanced SAS Techniques for IFRS 9 PD, LGD, EAD & ECL Modelling with Full Model Development and Validation
What you'll learn
Build fully IFRS 9-compliant 12-Month and Lifetime PIT PD models in SAS, including data preparation, macroeconomic overlays, segmentation, and model validation.
Develop advanced logistic-regression and survival-analysis credit risk models using SAS (PROC LOGISTIC, PROC PHREG, PROC QUANTSELECT),with WOE/IV transformation
Implement IFRS 9 staging logic (Stage 1, 2, 3) using quantitative and qualitative criteria, credit deterioration rules, SICR frameworks, and operational overlay
Construct and evaluate end-to-end IFRS 9 Expected Credit Loss (ECL) engines by combining PD, LGD, and EAD models, macroeconomic scenarios, discounting, and ECL
Apply macroeconomic modelling and forecasting (ARIMA, regression, scenario design) and integrate forecasts into PIT PD and Lifetime PD scoring.
Automate modelling pipelines in SAS using macros for: data quality checks, variable engineering, model training, scoring, reporting (KS, Gini, ROC, Brier)
Requirements
Basic understanding of credit risk concepts such as PD, LGD, EAD, and ECL (helpful but not mandatory).
Familiarity with SAS programming at a beginner or intermediate level (e.g., DATA steps, PROC SQL, and basic PROCs).
Comfort working with datasets and spreadsheets, including data cleaning and simple statistical analysis.
A computer with SAS installed (Base SAS, SAS Studio, or SAS University Edition alternatives).
No prior IFRS 9 modelling experience required - all concepts are taught from foundational to advanced levels.
Description
Course DescriptionAI Disclosure: This course was created with the assistance of artificial intelligence tools for content structuring.Master IFRS 9 Credit Risk Modelling Using SAS - From Fundamentals to Full AutomationThis comprehensive masterclass teaches you everything you need to develop IFRS 9-compliant 12-Month and Lifetime Point-in-Time (PIT) Probability of Default (PD) models using SAS, supported by macroeconomic scenarios, staging logic, and full Expected Credit Loss (ECL) computation.Designed for both aspiring and experienced credit risk professionals, the course takes you through a complete end-to-end modelling workflow exactly as performed in modern banks, consultancies, and regulatory environments.You will learn how to build robust models using WOE/IV transformations, logistic regression, survival models, macroeconomic integration, scenario-based forecasting, and automated SAS macros-culminating in a fully functional IFRS 9 modelling engine.What Makes This Course UniqueA complete production-grade SAS modelling pipelineStrong emphasis on IFRS 9 regulation, compliance, and documentationFull PIT PD and Lifetime PD modelling frameworksHands-on SAS coding-everything built step-by-stepRealistic banking datasets and walkthroughsAutomated reporting, validation metrics, and model monitoringMacroeconomic overlays and scenario stress testing (Baseline, Upside, Downside)Practical ECL calculation engine tying together PD, LGD, EAD, discounting, and stagingThis is not a theoretical course. You will build industry-standard SAS models exactly the way risk teams do them in practice.By the End of This Course, You Will Be Able To:Construct clean, model-ready datasets in SAS with embedded data quality rulesApply WOE/IV, binning, and variable selection techniquesBuild 12-month and Lifetime PIT PD modelsIntegrate macroeconomic variables and forecastsImplement IFRS 9 staging logic (Stage 1, 2, and 3)Develop an ECL engine combining PD, LGD, EAD, and discountingValidate models using ROC, KS, Gini, Brier Score and stability testsAutomate modelling workflows with SAS macrosProduce professional IFRS 9 model development documentationWhy This Course MattersIFRS 9 is now one of the most specialised, high-demand areas in credit risk and banking.Professionals who can build and explain IFRS 9-compliant models command strong salaries and play crucial roles in risk management, audit, capital planning, and regulatory reporting.This course gives you the skills, tools, SAS codebase, and practical knowledge to excel in these roles.
Who this course is for
Credit Risk Analysts and Modellers who want to build or enhance IFRS 9-compliant PIT and Lifetime PD models in SAS.
Banking and Financial Services Professionals working in risk, finance, audit, portfolio management, or regulatory reporting.
Data Scientists and Statisticians looking to apply advanced modelling techniques (logistic regression, survival models, macroeconomic overlays) in real-world credit risk environments.
SAS Programmers and Analysts who want hands-on experience building automated modelling pipelines for IFRS 9 ECL.
Actuarial, FRM, CFA, and Quant-Focused Learners seeking practical, industry-aligned IFRS 9 modelling skills.
Students and Graduates aiming to enter the banking risk analytics field and gain practical, job-ready PD/LGD/EAD modelling experience.
Ifrs 9: Advanced Credit Risk Modelling In Sas Masterclass
Published 12/2025
Created by Taipa Gibon Huchu
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz, 2 Ch
Level: All | Genre: eLearning | Language: English | Duration: 95 Lectures ( 12h 41m ) | Size: 6 GB [/center]
Advanced SAS Techniques for IFRS 9 PD, LGD, EAD & ECL Modelling with Full Model Development and Validation
What you'll learn
Build fully IFRS 9-compliant 12-Month and Lifetime PIT PD models in SAS, including data preparation, macroeconomic overlays, segmentation, and model validation.
Develop advanced logistic-regression and survival-analysis credit risk models using SAS (PROC LOGISTIC, PROC PHREG, PROC QUANTSELECT),with WOE/IV transformation
Implement IFRS 9 staging logic (Stage 1, 2, 3) using quantitative and qualitative criteria, credit deterioration rules, SICR frameworks, and operational overlay
Construct and evaluate end-to-end IFRS 9 Expected Credit Loss (ECL) engines by combining PD, LGD, and EAD models, macroeconomic scenarios, discounting, and ECL
Apply macroeconomic modelling and forecasting (ARIMA, regression, scenario design) and integrate forecasts into PIT PD and Lifetime PD scoring.
Automate modelling pipelines in SAS using macros for: data quality checks, variable engineering, model training, scoring, reporting (KS, Gini, ROC, Brier)
Requirements
Basic understanding of credit risk concepts such as PD, LGD, EAD, and ECL (helpful but not mandatory).
Familiarity with SAS programming at a beginner or intermediate level (e.g., DATA steps, PROC SQL, and basic PROCs).
Comfort working with datasets and spreadsheets, including data cleaning and simple statistical analysis.
A computer with SAS installed (Base SAS, SAS Studio, or SAS University Edition alternatives).
No prior IFRS 9 modelling experience required - all concepts are taught from foundational to advanced levels.
Description
Course DescriptionAI Disclosure: This course was created with the assistance of artificial intelligence tools for content structuring.Master IFRS 9 Credit Risk Modelling Using SAS - From Fundamentals to Full AutomationThis comprehensive masterclass teaches you everything you need to develop IFRS 9-compliant 12-Month and Lifetime Point-in-Time (PIT) Probability of Default (PD) models using SAS, supported by macroeconomic scenarios, staging logic, and full Expected Credit Loss (ECL) computation.Designed for both aspiring and experienced credit risk professionals, the course takes you through a complete end-to-end modelling workflow exactly as performed in modern banks, consultancies, and regulatory environments.You will learn how to build robust models using WOE/IV transformations, logistic regression, survival models, macroeconomic integration, scenario-based forecasting, and automated SAS macros-culminating in a fully functional IFRS 9 modelling engine.What Makes This Course UniqueA complete production-grade SAS modelling pipelineStrong emphasis on IFRS 9 regulation, compliance, and documentationFull PIT PD and Lifetime PD modelling frameworksHands-on SAS coding-everything built step-by-stepRealistic banking datasets and walkthroughsAutomated reporting, validation metrics, and model monitoringMacroeconomic overlays and scenario stress testing (Baseline, Upside, Downside)Practical ECL calculation engine tying together PD, LGD, EAD, discounting, and stagingThis is not a theoretical course. You will build industry-standard SAS models exactly the way risk teams do them in practice.By the End of This Course, You Will Be Able To:Construct clean, model-ready datasets in SAS with embedded data quality rulesApply WOE/IV, binning, and variable selection techniquesBuild 12-month and Lifetime PIT PD modelsIntegrate macroeconomic variables and forecastsImplement IFRS 9 staging logic (Stage 1, 2, and 3)Develop an ECL engine combining PD, LGD, EAD, and discountingValidate models using ROC, KS, Gini, Brier Score and stability testsAutomate modelling workflows with SAS macrosProduce professional IFRS 9 model development documentationWhy This Course MattersIFRS 9 is now one of the most specialised, high-demand areas in credit risk and banking.Professionals who can build and explain IFRS 9-compliant models command strong salaries and play crucial roles in risk management, audit, capital planning, and regulatory reporting.This course gives you the skills, tools, SAS codebase, and practical knowledge to excel in these roles.
Who this course is for
Credit Risk Analysts and Modellers who want to build or enhance IFRS 9-compliant PIT and Lifetime PD models in SAS.
Banking and Financial Services Professionals working in risk, finance, audit, portfolio management, or regulatory reporting.
Data Scientists and Statisticians looking to apply advanced modelling techniques (logistic regression, survival models, macroeconomic overlays) in real-world credit risk environments.
SAS Programmers and Analysts who want hands-on experience building automated modelling pipelines for IFRS 9 ECL.
Actuarial, FRM, CFA, and Quant-Focused Learners seeking practical, industry-aligned IFRS 9 modelling skills.
Students and Graduates aiming to enter the banking risk analytics field and gain practical, job-ready PD/LGD/EAD modelling experience.
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