Industries / Banking

Liquidity Risk Management

Better decisions through high-performance liquidity risk management

The global financial crisis highlighted liquidity as a critical business issue for individual banks and capital markets firms, as well as for the global financial system. Although many institutions had posted adequate levels of capital, they struggled to maintain adequate liquidity, which led to both bank failures and the need for central banks to inject liquidity into national financial systems.  New regulatory requirements governing liquidity risk and continuing global economic challenges – such as higher liquidity costs, larger funding spreads, greater market volatility and reduced market confidence – are driving financial institutions to focus in improving their liquidity risk management capabilities.

How SAS® Can Help 

High-performance liquidity risk management capabilities from SAS can help you better manage liquidity risk by making rapid decisions and taking quick action to secure adequate funding for the firm, especially in times of volatility. With SAS, you can:

  • Gain a centralized view of firm liquidity by integrating the latest market information, portfolio updates, capital returns and a market view of liquidity on an intraday scenario basis.
  • Anticipate and react to market shocks with greater precision by analyzing the effects of changes in cost and liquidity.
  • Value complex portfolios and asset classes instantly using high-performance liquidity risk management capabilities that integrate portfolio valuation and scenario analyses on a single platform.
  • Evaluate market liquidity and firmwide optimization scenarios using rapid, on-demand scenario analysis to find optimized solutions to liquidity and capital needs at the speed of the market.
  • Make better decisions by quickly aggregating the most complex portfolios, positions and instruments across multiple time horizons.

How SAS® Is Different 

High-performance liquidity risk management capabilities from SAS enable you to make faster, more accurate decisions to protect the capital, liquidity and viability of the firm through on-demand scenario analysis of future risk exposures, valuations and the impact of those changes on the firm's capital and funding positions. Only SAS provides:

  • Predictive analytics with the ability to execute multiple scenarios across a large factor set.
  • An in-memory, on-demand process that reduces analysis time to minutes.
  • Optimized scenarios that help managers and traders determine the best actions.
  • A platform that is optimized for the calculation of risk and capital and the measurement of market events and liquidity.

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.

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Call us at 1-800-727-0025 (US and Canada) or request more information.