Products & Solutions / SAS® BookRunner® Advanced Analytics

SAS® BookRunner® Advanced Analytics

Accurately model and assess market and credit risk in a company-specific framework

SAS BookRunner Advanced Analytics helps organizations accurately model and assess market and credit risk in a company-specific framework. Advanced modeling functions allow firms to measure and monitor risk metrics associated with physical or financial energy assets and contracts, such as Value-at-Risk,Cash-Flow-at-Risk and Potential Future Exposure, and run risk- factor sensitivity, predeal what if’ trade analytics and portfolio stress testing.

Benefits

  • Measure and monitor risk metrics.
  • Provides a simulation engine that is unsurpassed in the market.

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Features

  • Market risk analysis
  • Settlement analysis
  • Credit analysis
  • Middle-tier services and validation
  • SAS BookRunner data model
  • Risk reporting repository
  • API
  • Options Calculator

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Benefits

  • Measure and monitor risk metrics. SAS BookRunner Advanced Analytics helps organization accurately model and asses market and credit risk in a company-specific framework. Advanced modeling functions allow firms to measure and monitor risk metrics associated with physical or financial energy assets and contracts (Value-at-Risk, Earnings-at-Risk, Cash-Flow-at-Risk, and more) and run risk factor sensitivity and predeal what-if trade analytics.  The benefits of being able to view the results of advanced analytics on the portfolio give executives an accurate and timely measure of their firm’s exposures. In the current marketplace, this is a requirement and boards and senior management are demanding for portfolio-based decision making surrounding hedging and asset optimization.
  • Provides a simulation engine that is unsurpassed in the market. By using the modeling and state-of-the art simulation engine, executives are able to anticipate the affect of business decisions on potential future exposures in support of best risk management practices.

Features

Market risk analysis
  • Mark-to-Market (MtM).
  • Greek and positions.
  • Delta Normal VaR.
  • Historical simulation VaR.
  • Monte Carlo VaR.
Settlement analysis
  • Ability to aggregate transactions for invoicing and confirm outflow payments.
  • Apply the appropriate taxation fees.
  • Forecast expected net cash flows.
Credit analysis
  • Potential Future Exposure.
Middle-tier services and validation
  • XML import and export for all data in the system.
  • SOAP Web services provide third-party access to SAS BookRunner business validation.
SAS BookRunner data model
  • Normalized data structure for storing positions and prices.
  • Access provided through middle-tier services and validation layer.
  • Database agnostic.
Risk reporting repository
  • Centralized reporting for enterprise-wide risk measurement.
API
  • Interface for creating analytics that can be surfaced inside of SAS® BookRunner® Commodity Capture.
Options Calculator
  • User-friendly options pricing interface.

Ready to learn more?

Call us at 1-800-727-0025 (US and Canada) or request more information.