Getting consolidated risk results across asset classes, portfolios and trading desks can be a daunting challenge. Traditionally, risk concentrations and exposures that occur across areas of a financial institution have been difficult to monitor. The process usually involves overnight batch jobs, and by the time the data is collected and reports are created, the risk information is out of date. With the advent of high performance computing technologies, risk aggregation results can be delivered in real-time. Watch as Capital Markets Lead Doug Vestal shows how SAS® handles dynamic, on-the-fly risk aggregation of VaR and other nonlinear risk measures.
Learn more about high-performance risk management from these two white papers: