Industries / Banking

Capital Management

Dynamically view capital deployment throughout the enterprise

The deployment of capital to lines of businesses, corporate projects or individual traders is one of the most important decisions your organization faces. Essentially, your organization must realize returns equal to or greater than its internal hurdle rate without exposing the firm to unnecessary risks. In order to accomplish that, you must view capital allocation decisions from a strategic level. Historically, risk measures have been calculated using estimated methods, but this lack of granularity can result in erroneous decisions as well as the inability to drill further into a particular asset class.

" Before SAS, capital adequacy calculation was a manual process that required extensive effort to complete. Now, with a press of a button we know exactly where we are in terms of capital within two hours."

—Petros Ioannides

Manager of Group Credit Risk

Hellenic Bank

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How SAS® Can Help 

SAS enables you to take a bottom-up approach and price the risks for each asset, thus yielding a more accurate measure of risk and reward. With SAS, you can:

  • Gain virtually unlimited perspectives and new insights regarding the allocation of capital relative to risk and returns by:
    • Accessing and consolidating position and market data from around the world (regardless of geographic location, legacy system or origin).
    • Analyzing and exploring data, and computing risk measures at multiple dimensions (enterprisewide or by location, region, division, portfolio, business unit, line of business, etc.).
  • Transform the vast amounts of data generated by your company using flexible risk reporting capabilities to produce easy-to-understand balanced scorecard, graphical and bar chart reports that enable decision makers to:
    • React quickly to changing market conditions.
    • Rapidly identify new strategic directions.
    • Uncover the source of potential problems before they materialize, using flexible risk reporting capabilities.

How SAS® Is Different 

Only SAS can give you a current, credible understanding of the risks unique to your organization across a broad spectrum that includes all types of risk (credit, operational, market, liquidity and trading risk), lines of business and other key dimensions. SAS provides:

  • Reduced time to, and cost of, compliance through more effective and efficient management of all types of risk and lower associated costs.
  • Superior data integration capabilities that let you easily acquire data from disparate systems, transform the data and load it into a consolidated format.
  • A powerful risk environment that includes business rules, intelligent processes and validation that can automatically qualify, clean and organize your data.
  • A robust and flexible risk engine capable of producing the metrics you require.
  • The ability to effectively communicate metrics throughout your organization, with communication technologies that include portals, scorecards, dashboards, Web-based reporting and traditional report-creation tools.

Related Products and Solutions

SAS® Risk Management for Banking

SAS Risk Management for Banking supports a bank's risk management activities by delivering functionality for all major risk types, as well as data management and reporting. The solution allows business units to calculate risk measures independently and separately, as well as firmwide, using models and correlated aggregation techniques. The solution's integrated risk applications can be used together, individually or in any combination, enabling you to start in one area (e.g., market risk) and then expand usage to other areas (e.g., credit risk, firmwide risk or ALM) as needed.

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