SAS® Market Risk Management for Insurance

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Accurate asset valuation.
Optimal portfolio allocation.
Better risk analysis.

Calculate the true market value of your financial instruments and assets, including bonds, equity, derivatives, swaps and property. Comply with changing regulatory requirements. With our single, flexible, high-performance analytics environment, you'll gain a better understanding of your market risk – and your company's financial health.

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Confidently monitor and manage your market risks.     

Analyze your portfolio composition to identify accumulations and exposures. Perform stress testing and what-if analysis to determine optimal reserves and economic capital, and assess the effect different scenarios will have on your balance sheet and solvency. A user-friendly dashboard and out-of-the-box visualizations let you easily monitor portfolio performance and risk position, as well as share key risk information with regulators and management.

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Meet regulatory requirements.

Easily perform asset valuation across multiple categories, jurisdictions and lines of business using preconfigured scenarios that meet Solvency II and other regulatory requirements. Automate process workflows to meet internal and regulatory reporting demands more efficiently. And flexible reporting capabilities let you create additional regulatory and management reports as regulations evolve and business needs change.  

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SAS Market Risk Management for Insurance screenshot showing scenario analysis dashboard on desktop monitor

Reduce volatility.

Protect against unexpected losses and insufficient liquidity by accurately modeling future asset values and liabilities. Stress test assets and liabilities against market shocks using preconfigured simulations and portfolio optimization flows to determine how various economic factors could affect your balance sheet, and to improve your overall risk decision strategies.



Features

  • End-to-end functionality. Includes an integrated insurance data model, data management capabilities, advanced analytics and flexible reporting capabilities.
  • Insurance-specific data model. Serves as a single source of information for a risk data warehouse.
  • Integrated data management. Improves data quality and meets regulatory guidelines by reducing data inconsistencies. Includes prebuilt capabilities for loading data from the data model to the risk software.
  • Flexible risk analysis framework. Provides a single management platform and modular structure that meets the needs of multiple business divisions, and evolves to meet changing risk analysis needs.
  • Financial instrument modeling. Includes preconfigured portfolio valuation flows and supports a wide range of financial instruments and property investments.
  • Market risk assessment and monitoring. Lets you easily monitor portfolio performance and risk via a user-friendly dashboard.
  • Stress testing and what-if analysis. Supports stress testing for a variety of risk factors (interest rate, equity, currency and property rates, etc.), and provides preconfigured Solvency II regulatory scenarios.
  • High-performance capabilities. A scalable architecture – featuring parallel task execution, in-memory processing and grid optimization – results in extremely fast calculations.

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