SAS® for Capital Markets
A proven path to surviving and thriving in challenging times
With economic uncertainty continuing around the world, a sustained focus on capital optimization, liquidity management, efficiency and opportunities arising from ever-lower latency will demand sustained focus. Moving from risk management silos to a firmwide view of risk management will become a board-level requirement. A heightened regulatory climate will necessitate new levels of transparency and compliance. And for wealth management and brokerage firms, staying close to clients who are concerned about volatile markets will be crucial.
To meet these challenges, investment banks, asset management firms, diversified financial firms and hedge funds must significantly change operating principles. As you look to the future, SAS can help.
Which Problem Are You Trying to Solve?
Enterprise Risk Management
Strike an optimal balance between growth and returns, and meet regulatory demands.
- Asset and Liability Management
- Credit Risk Management
- Enterprise Financial Crimes
- Firmwide Risk
- Operational Risk Management
- Market Risk Management
Customer Insight
Increase returns from institutional and high-net-worth clients.
Finance and Operations
Efficiently manage key processes and foster collaboration across the enterprise.
Capital Markets Solutions
- SAS® High-Performance Risk
- SAS® Risk Management for Banking
- SAS® Banking Analytics Architecture
- SAS® Risk Dimensions®
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.
SAS® Banking Analytics Architecture
Inconsistent, incomplete and inaccurate data spread across multiple operational systems, such as deposits, loans and wealth management, often results in banking executives making business decisions based on "gut feel" rather than reliable analysis. What if you could consolidate data across the institution and make it easily accessible for analytics and reporting, so you could ensure consistency, reduce costs and data preparation time, as well as enable users to make fact-based decisions? You can.
SAS® Risk Dimensions®
As the SAS risk engine, SAS Risk Dimensions supports a wide range of risk analysis methods and provides the ideal user interface for quantitative risk analysts and model builders who need to configure models and risk analyses for market risk, credit risk, asset and liability management, and risk aggregation.
Ready to learn more?
Call us at 1-800-727-0025 (US and Canada) or request more information.
