Easier risk data aggregation that’s powerful enough to pass regulatory muster. Smarter capital planning. And better risk management compared with your risk appetite. Our capital markets software delivers comprehensive solutions for analyzing and aggregating risk by type, including:
Market risk. Value a full range of market instruments, perform stress tests and optimize portfolios across the entire firm, and gain an enterprise view of market risk.
Credit risk. Manage counterparty exposures and CVA to achieve Basel compliance.
Liquidity risk. Optimize capital and funding, perform FTP and analyze hedging strategies with efficiency and accuracy.
Operational risk. Manage and value your operational and compliance risk.
Transcend the siloed, inflexible and unresponsive nature of current risk systems. Strengthen your internal risk data aggregation and reporting capabilities to comply with global regulatory requirements and improve your decision making. And get a forward-looking view of exposures in times of uncertainty. Only SAS delivers high-performance risk analytics that enable you to:
Aggregate positions with greater accuracy based on every security held in the portfolio at current market valuations. Use event stream processing to gain immediate insights from the large, continuous streams of market datathat feed into sizable portfolio aggregations. And comply with regulatory requirements from the Basel Committee on Banking Supervision – including the principles described in BCBS 239 – the Federal Reserve, and the Financial Stability Board (FSB).
Plan ahead. Use high-performance, on-demand risk analytics to conduct stress testing and scenario analyses. And calculate exposures (VaR), P&L, PFE, sensitivities and other risk measures across risk types.
Get risk calculation results fast. Use patent-pending techniques that dramatically accelerate processing time for even the most complex risk calculations. And update risk exposures as often as needed to respond to changing market conditions.
Readily accommodate new financial instruments, aggregation hierarchies and business scenarios. A flexible, open risk platform enables easy customization and expansion.
Reduced exposure to fraud and financial crimes. Higher detection rates. Fewer false positives. And a deeper understanding of the nature of fraud and operational risks you face. Our capital markets software delivers proven surveillance and fraud solutions for:
Unauthorized/rogue trading. Monitor more transactions in less time and spot suspicious trades that would otherwise go unnoticed – all while reducing trading losses and regulatory fines.
Market abuse. Adopt superior surveillance techniques so you can detect and prevent market abuse across all trading desks.
Anti-money laundering. Detect, investigate and report on potential illicit activity using data and information from your fraud and security systems to reduce technology and investigation costs.
Payments fraud. Find payments fraud faster by scoring 100 percent of all transaction types in real time, for all your lines of business.
FATCA and customer due diligence. Fulfill your compliance obligations for FATCA and any other regulatory mandates while managing costs.
Automatically detect unauthorized trading and other high-risk activities. Create a single view of every entity that acts as a reference point for simulations. Then apply sophisticated, hybrid analytics to detect known and unknown behaviors, and build an aggregated picture of fraud and operational risks. Only SAS enables you to:
Get a holistic view of suspect transactions. Explore large volumes of data in real time using easy-to-use data visualization capabilities backed by powerful analytics to spot relationships and linkages that would otherwise go undetected.
Monitor all trading activity in real time – automatically. Spot suspicious behaviors quickly with automated trader- or book-level alerting using a sophisticated, yet flexible risk model.
Avoid trading losses, fines and loss of market capitalization. Quickly identify high-priority situations that demand immediate attention. Consolidated case management tools ensure the best use of scarce investigation resources and optimal case distribution.
Stay on top of suspicious behavior patterns. Constantly manage, refine and tune your rules and models as new patterns and behaviors emerge using the most comprehensive fraud platform available, combined with the fastest, most flexible event stream analytics engine.
Better forward-looking projections of your capital requirements and its availability. Full compliance with global regulations – Basel III, CRD IV and CRR, CCAR and the EBA Capital Preservation. And risk-adjusted performance management (RAPM) that provides full regulatory transparency while aligning executive decisions on both risk and reward. Our capital markets software includes comprehensive solutions for:
Capital planning and allocation. Consolidate position and market data from around the world, and compute risk measures at multiple dimensions to get virtually unlimited perspectives on the allocation of capital relative to risk and return.
Risk-adjusted performance management. Continuously monitor asset performance and allocate capital to those areas of the business that are delivering a higher risk-adjusted return on capital.
Capital optimization. Optimize capital so you can respond quickly to market, capital and risk factor changes when they happen.
Scenario analysis. Use interactive scenario analysis to produce what-if scenarios based on the most complex portfolios, positions and instruments across multiple time horizons.
Risk and finance integration. Transform the investments you make for basic regulatory compliance into operational advantage by using the same data and IT infrastructure to improve your operations and profitability.
Integrate disparate risk, finance and treasury data. Perform analysis for multiple scenarios. And optimize your capital allocations based on future state. Only SAS enables you to:
Ensure regulatory transparency. Our preconfigured capital planning framework includes scenario analysis, capital optimization and full pro-forma projections.
Enable better hedging and a faster response to opportunities. Use event-stream analytics to recalculate sensitivities on an intraday basis for a complete view of events as they happen.
Ensure consistency in top-down risk appetite and bottom-up perspectives. Communicate the firm's top-down risk appetite to business units, and use automated workflows to collect and consolidate inputs for bottom-up measurement and monitoring of the firm's overall risk appetite.
Allocate capital based on projected risk-based returns. Perform stress tests of capital adequacy and ensure transparency as required for CCAR and similar regulatory regimes.
The important thing is that we now have an open solution in which all dynamics can be followed and understood by our analysts. Earlier we had a black box that delivered some results, but not all relationships and assumptions were clear to us.
A single data management platform for risk, regulatory compliance, fraud and operations. High-quality data that’s consistent, accurate, verifiable and up-to-date. Less time spent managing data, and more time spent exploring new ideas and opportunities. SAS offers the most comprehensive data management capabilities available, including:
Data quality. Ensure clean, reliable data.
Data access. Get the data you need, when you need it, wherever it resides.
Event stream processing. Derive immediate analytic insights from the real-time data streaming into your firm.
Master data management. Merge core data assets from across the firm into a unified, trusted view.
Data governance. Develop a consistent set of policies and processes for all your corporate information.
Data federation. Simplify administration and security with virtual data environment.
Get a complete, integrated – and trusted – view of all your enterprise data. Access the data you need, when you need it. And automatically validate data as part of the data integration process. Only SAS lets you:
Establish a single version of the truth with a banking-specific data model that covers all key banking subject areas.
Have confidence in your data’s integrity with a built-in data profiler that finds and fixes data quality issues automatically.
Abandon the piecemeal approach to data management by using one solution set for data access, integration, quality, governance and master data management.
The recent SAS product developments relating to in-memory risk analytics, visualization and streaming data to aggregate and analyze complex risk exposures demonstrates increased focus on addressing the risk and compliance needs of global banks and capital markets firms.
More accurate, precise insights based on all available data. Fast answers to even the most complex questions – no IT assistance required. Real-time access, via PC or tablet, to insights based on the latest data. We deliver unmatched data visualization capabilities for:
Big data analytics. Tackle your most difficult and challenging business problems using high-performance analytics to get timely and accurate insights using data mining and predictive analytics, text mining, forecasting and optimization on big data.
Real-time visualization. Visually explore and analyze large data sets – with millions to billions of rows of data – in seconds. Automatic charting capabilities enable fast, easy creation of box plots, correlations, binning and distributions, word clouds and network diagrams (for unstructured data), etc.
Sentiment analysis. Understand customers’ sentiments about your firm with real-time analysis of social data streams.
Risk aggregation. Aggregate risk exposures and interactively analyze, explore and drill down to business unit, desk, portfolio, instrument or horizon levels.
Trading surveillance. Analyze data in seconds, and explore the results visually so you can spot trends and patterns easily and identify instances that require further analysis.
Visually explore your big data assets to gain valuable insights. Spot hidden trends, patterns and connections that would otherwise be missed. And use your discoveries to develop a strategy, identify risks or formulate new ideas that generate alpha. Only SAS lets you:
Make data-driven decisions. Quickly analyze both structured and unstructured big data assets on your own – no IT assistance required. Spot trends, patterns and hidden insights that you can use to design a strategy, confirm a hypothesis or identify a new idea that generates Alpha or identifies new risks or threats.
Get up-to-the-minute market information. Move faster than the competition by using a high-performance solution that offers real-time discovery capabilities.
Interactively explore all relevant data – no subsetting or sampling required. In-memory processing gives you the power and speed necessary to handle any size data set.
Get fast answers to even the most complex questions. An easy-to-use interface gives even non-technical users the ability to use advanced modeling and data discovery techniques.
This is an era of visualization, so we should provide ranking officers and board members with eye-catching tables and charts that help them quickly grasp the meaning of the data provided and make informed decisions. If they want even more details, all they need to do is select the relevant tables or charts, and they have immediate access.