Continuous Limits Monitoring
Quickly identify market exposures across books and monitor them against set limits
" For calculated risk to be managed effectively, individual business users have to be empowered throughout the pre-trade, trade and post-trade processes."
— Adam Sussman and Cheyenne Morgan, TABB Group
Risk Measurement on Demand: Complexity, Volatility and Regulatory Uncertainty
How SAS® Can Help
SAS enables you to assess risk exposures with speed and precision, continuously monitor limits, and make quick, well-informed decisions to safeguard and enhance the firm's overall financial position. With SAS, you can:
Avoid excessive risk taking beyond the firm's risk appetite.
- Conduct a broad variety of portfolio-level risk analyses across risk types in near-real time or intraday.
- Update risk exposures as often as needed in response to changing market conditions.
Further reduce the risk of excessive exposures that could lead to huge losses.
- Use real-time limits monitoring at any level to reduce the possibility of a desk staying below a limit on a particular trade, but exceeding a limit in the overall portfolio.
Hedge properly to prevent losses and unnecessary costs.
- Aggregate and validate data from multiple source systems to gain a firmwide view of risk exposures.
Mitigate the potential impacts of significant, intraday market swings.
- Use event stream processing to manage large, continuous streams of market data, so that trading desks and risk managers can base decisions on data that stays current.
Formulate improved risk strategies.
- Use interactive scenario analysis to produce what-if scenarios based on the most complex portfolios, positions and instruments across multiple time horizons.
- Compare results against set risk limits.
How SAS® Is Different
Only SAS merges a powerful, integrated risk platform with a high-performance analytics infrastructure and access to high-speed, low-latency streams of market, reference and pricing data, so you can ask questions – and get fast, precise answers. With SAS, you get:
- Results in minutes, not days. A powerful, high-performance risk engine uses patent-pending techniques to dramatically accelerate processing time for even the most complex risk calculations. Results are stored in memory so that users can investigate results and monitor limits in near-real time.
- A flexible, open risk platform. Unlike black-box solutions, all underlying SAS code and data elements are open to users for easy customization and expansion, enabling your firm to readily accommodate new financial instruments, aggregation hierarchies and business scenarios.
- On-demand, interactive scenario analysis. Dynamic, in-memory cubes enable you to interact with results, quickly locate desired information and immediately interpret model outcomes.
- Automated alerts. Alerts are triggered automatically when risk threshold limits are approached, so managers can respond quickly to prevent potential policy violations and losses.
Related Products and Solutions
SAS® High-Performance Risk
SAS High-Performance Risk merges the power of an integrated risk platform with a high-performance analytics infrastructure, enabling you to assess your risk exposures with speed and precision so you can make quick, well-informed decisions that will safeguard and enhance the overall financial position of the firm.
Ready to learn more?
Call us at 1-800-727-0025 (US and Canada) or request more information.