Industries / Capital Markets

 

Analyse Complex Assets with SAS

Most modern capital markets activities depend in some form on asset valuations

Whether on the sell or buy side, it is not just conventional risk management that depends on asset valuations, and predictions of these valuations. Everything from regulatory capital and liquidity risk management to the efficient use of the balance sheet requires an understanding of how asset portfolios could evolve over time. With built-in provision for both VaR based modelling and stress testing, the SAS platform is ideally placed to address these needs.


How SAS Can Help


  • Liquidity Risk Management - Calculate the time banded assets and liabilities, for example under expected and extreme scenarios.
  • Portfolio Stress Testing - For regulatory compliance, internal planning, or indeed to add to your clients' understanding of their portfolio choices - one element of Dynamic Portfolio Reporting.
  • Economic Capital Management - Ensure that the capital available after allocations for regulatory and liquidity management purposes is predictable, and being put to work for the best return, within your firm's risk appetite.
  • Regulatory Compliance using a workflow environment that provides text-based explanations of the suspicious activities for each case.

How SAS to Analyse Complex Assets is different

SAS provides unique capabilities that assist with building your solution rapidly, in line with accepted industry practices, and based on clean data:

  • Risk engine a graphically configured environment provides access to all relevant modelling methods, from parametric VaR to Monte Carlo simulations.
  • Specialist partner support through a network of industry recognised business consulting firms, whose particular expertise complements the risk and technology skills in-house at SAS.
  • Data quality and cleansing facilities feed directly into the risk engine, speeding implementation and addressing the fact that quality of data is often the biggest single obstacle to any valuations project.

 

Ready to learn more?

Call us at 01628 486 933 (UK) or request more information.

 

 

Questions?

 

Webcast

Better Management of Credit Risk: A Guide for Mid-Tier Banks, Credit Unions and Lenders