Real-Time Risk Aggregation
Quickly get a full picture of aggregated risks across asset classes, portfolios and trading desks
" In financial services, risk managers go to battle armed with data from hundreds of databases, applications and reports and a data consistency and timing headache as they endeavor to control the risk associated with billion-dollar balance sheets."
— Miranda Mizen, TABB Group
Data Agility: Turning a Liability into an Asset, June 2012
How SAS® Can Help
From assessing balance sheet strategy, to mitigating risk across lines of business, to analyzing and recommending moves across trading positions, SAS delivers a comprehensive view across all risk types, enabling you to:
Ensure that aggregate risk exposures conform to the firm's risk appetite.
- Conduct multilayered exposure analyses in near-real time or intraday.
- Update risk exposures as often as needed to respond to changing market conditions.
- Know the volume, rate and maturity structure of the total portfolio and individual books or positions held – by instrument type, legal entity, etc.
Aggregate positions with greater accuracy based on every security held in the portfolio at current market conditions.
- Gain immediate analytic insight from the large, continuous streams of market data that feed into sizable portfolio aggregations using event stream processing capabilities.
Avoid losses and uncover opportunities for revenue growth and capital appreciation.
- Perform complex calculations very quickly with a powerful high-performance risk engine.
- Store results in-memory in cubes so they are available for immediate analysis.
How SAS® Is Different
Only SAS enables firms to analyze the risk/return profiles of all lines of business by considering market, counterparty, credit and liquidity risk, as well as the interdependencies of common factors that drive risk and return. With SAS, you get:
- Results in minutes, not days. A powerful, high-performance risk engine delivers risk calculation results faster than any other solution by using patent-pending techniques that dramatically accelerate processing time for even the most complex risk calculations.
- 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 OLAP cubes enable you to interact with output to quickly locate desired information and immediately interpret model results.
- Intraday recalculation of risk and exposure. Update actual firmwide risk and exposure as often as needed to respond to changing market conditions and to make timely decisions on portfolio strategies.
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.