Dynamic Portfolio Valuation
Better manage capital exposures and concentrations
" Companies that utilize technology to integrate multiple data sources and create a comprehensive set of metrics to track risks and adjust strategies are better placed to adapt to changing market and economic conditions quickly."
— Adam Sussman and Cheyenne Morgan, TABB Group
Risk Measurement on Demand: Complexity, Volatility and Regulatory Uncertainty
How SAS® Can Help
SAS helps you make faster decisions that protect your firm's viability by enabling you to perform on-demand valuations and understand the impact of market changes on your firm's portfolio. With SAS, you can:
Ensure that your risk exposures and concentrations stay within established limits.
- Use high-performance analytics to perform near-real-time or intraday valuations.
Analyze any instrument or asset class – no matter how complex – and manage associated positions.
- Implement a risk technology platform that centralizes the storage, management and validation of all portfolio valuation models used across the firm, including prepackaged and third-party pricing functions, and those created in-house.
Aggregate valuations with greater accuracy based on every security held in the portfolio at current market conditions.
- Use advanced data management and event stream processing capabilities that can accommodate the large, continuous streams of market data that feed into sizable portfolio valuations.
Price your portfolio holdings with greater speed and precision.
- Utilize an open pricing model approach that includes a standard library with a wide range of instrument types, along with the ability to integrate third-party (e.g., FINCAD) and in-house pricing libraries to ensure full instrument coverage and standardized valuations.
How SAS® Is Different
Only SAS provides maximum value in "must act now" situations in response to, or in anticipation of, changing market conditions. With SAS, you get:
- A powerful high-performance risk engine. SAS delivers a risk engine capable of running calculations and storing multidimensional cubes over an in-memory grid, which enables fast portfolio revaluations for use in trading or hedging decisions.
- 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 and valuation methods.
- Faster results. Pricing functions are directly enabled on the grid and results reside in memory and are available for analysis immediately, which exponentially speeds the calculation time for pricing functions and enables faster decision making.
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.
SAS® DataFlux® Event Stream Processing Engine
SAS DataFlux Event Stream Processing Engine enables real-time decision making by continuously analyzing large volumes of data as it is received. The software is a form of complex event processing (CEP) technology that is often used for mission- critical data and decision applications. It empowers you to make decisions in time to be the most effective.
Ready to learn more?
Call us at 1-800-727-0025 (US and Canada) or request more information.