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Demo: Real-time mortgage portfolio risk analysis

How banks are using high-performance analytics for on-demand risk analysis, stress testing and exploration at a loan level

Data visualization, on-the-fly scenario analysis, cash flow analysis, loss forecasting. For stress testing and to satisfy CCAR requirements,  firms are building large inventories of models that will dig through their data to spot risks in the portfolio.  Developing, calibrating and executing those models on a periodic basis and at the lowest possible granularity is a complex and time-consuming task.

SAS can help you build an analytic platform for CCAR and stress testing. Good news - you won’t have to toss your existing models out the door. We plug those models into our solution to give you the scalability – and functionality – you need.

In this webcast, Senior Risk Consultant Srini Iyer shows you how major banks use SAS® High-Performance Risk and SAS® Visual Analytics to perform on-demand risk analysis, stress testing and exploration at the loan level.

Real-time mortgage portfolio risk analytics screenshot

 For more information, read these white papers:

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