Stress Testing

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.

High-performance stress-testing capabilities from SAS help you make faster 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