SAS for Finance

Granularity required

After changing influencer variables and running models for a couple of years, a modeler was informed by a data team that the central bank is planning to stop providing granular data for one of the modeling variables and that the metric would still be published but in an aggregated manner. This may impact the usability of such data for modeling purposes. A change in a variable in a regulatory environment has multiple overheads. In this scenario, the modeler would have to engage with the data team to understand which variable can be used as a substitute. The IT team would then have to ensure that variable (if not already available as a regular feed) is made available to the data team and the modeler. The material impact ...