Providing organizations with The Power to Know® since 1976.
SAS helps organizations anticipate business opportunities, empower action and drive impact. We do this through advanced analytics that turn data about customers, performance, financials and more into meaningful information. The result? Fact-based decisions for undeniable bottom line impact – this is how we transform the way our customers do business.
Design, specification, development and testing of an analysis tool based on SAS-technology for data-analysis and quality assurance of LGD-calculation.
LGD-calculation for CRE following the guidelines of the VdP (Verband deutscher Pfandbriefbanken) considering the international portfolio.
By implementing a highly automated solution, the effectiveness of the CRE-validation using the VdP-approach could be increased significantly.A close contact with all business departments and the external data provider, prompt status reports and short reconcilement-cycles allowed an agile, benefit-oriented development approach.
The old LGD-models have been replaced providing a full audit-conform historization and increased usability and accuracy.
Using SAS-routines statistical-analyses are ad-hoc executable.