Optimize stress testing for faster decision making
How SAS® Can Help
High-performance stress testing capabilities from SAS can help firms more effectively manage exposures and be better prepared to make rapid decisions and take quick actions to protect the health of the firm, especially in times of volatility. With SAS, you can:
- Gain a consolidated view of firm exposures with centralized stress testing and a robust infrastructure that can aggregate exposures from all silos and business units.
- Analyze the effects of changes in cost and liquidity with a high-performance stress testing capability that can perform valuations of large, complex portfolios in minutes rather than hours or days.
- Value complex portfolios and asset classes intraday by integrating portfolio valuation and stress testing on a single platform from which you can instantly assess the potential impacts of future market shocks and scenarios.
How SAS® Is Different
High-performance stress-testing capabilities from SAS help you make faster decisions with greater accuracy to protect the capital, liquidity and viability of the firm through on-demand stress testing and scenario analysis of future risk exposures, valuations and the impact of those changes on the firm's capital and funding positions. Only SAS delivers:
- 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.
1Comprehensive Capital Analysis and Review 2012, Federal Reserve final rule issued November 22, 2011
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® 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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