A framework for both qualitative and quantitative assessment of individual nonperforming loans, extending the capability of SAS® Expected Credit Loss (IFRS 9/CECL) to evaluate a bank's entire loan portfolio.
Individual assessment decisioning
Provides qualitative retail and corporate questionnaire-based decisioning for restaging individual loans, including business rules. This enables identification of contaminated companion exposures.
Workflow-driven analytics
Uses a systematic, workflow-driven process that establishes different economic scenarios and available cash flows, aligning them with rigorous analytical methods to arrive at a revised impairment amount.
Full transparency
Offers a complete audit trail of workflow, including documentation of decisions ranging from foreclosures to concessions, reclassifications or modifications.
Interconnected exposures
Links both exposures and collateral to counterparties, related legal entities and parties of interest, enabling the evaluation of all related exposure factors.
Gain confidence in your bank’s ability to assess, manage and optimize returns on impaired loans.
Improve collections, and optimize impairment provisions.
Proactively manage troubled loans so your bank can act in time to mitigate risk, limit losses and optimize recovery. Improve collections from impaired loans by monitoring timely collection programs, including dunning, refinancing, restructuring or seizure of collateral. SAS Credit Assessment Manager automates the process of loan categorization and integrates individually assessed impairment values with your expected credit loss (ECL) solution. The result is a comprehensive picture of collective and individually assessed positions, which gives you the insight you need to optimize impairment provisions.
Analyze high volumes of loans.
The solution provides a well-defined process for analyzing very high volumes of individual loans. You can assign specific cases to knowledgeable customer relationship managers and calculate impairment values in a timely manner. You can also test multiple cash flow outcomes, including baseline, optimistic and pessimistic economic scenarios to support your collections strategy.
Establish a single version of the truth.
SAS Credit Assessment Manager centrally captures all relevant loan information, including counterparty details and relationships, loan instruments, cash flows and collateral. Reap the benefits of a full, centrally managed and reliable range of management reports, including regular assessment of borrower repayment capabilities beyond basic loan servicing data.
Ensure an auditable workflow, and fully address regulatory requirements.
A complete audit trail of workflows includes documentation of decisions ranging from foreclosure to concessions, reclassifications or modifications. You can also automatically escalate any reclassification decision that requires additional evidence, such as performing or nonperforming forborne exposures with inadequate payment plans. In addition, SAS Credit Assessment Manager streamlines regulatory compliance, such as European Central Bank (ECB) guidance on nonperforming loans, and related IFRS 9 and FASB reporting rules. You'll be prepared to easily present all relevant information – including counterparty data, loan instruments, cash flows and collateral – from one source.
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