Credit Risk Management

How SAS Can Help

SAS has decades of experience of delivering credit risk management solutions to the banking sector. Our heritage in analytics enables us to develop a tailored yet flexible solution that takes banks through a robust credit risk management process – from initial scoring of customers and applications, through to ongoing portfolio optimisation.

Specifically, our technology allows you to:

• Develop custom scorecards and credit risk models rapidly, sharing them among staff for effective application scoring and customer behaviour analysis
• Investigate your existing portfolio and analyse new applicants, viewing data at account and customer level for better decision making
• Accurately model capital requirements to meet regulatory and economic demands
• Optimise the mix of customers in your portfolio, to ensure the best risk-reward balance
• Maintain a complete audit trail.

Solution

There is no one-size-fits-all solution. Using a platform-based approach, SAS can build you a custom framework which can extend to include a number of products and capabilities.

Typically, our approach features the following two product areas:

• SAS Credit Risk for Banking – an open, extensible environment with complete capabilities for retail credit scoring, corporate credit rating and credit portfolio risk management
• SAS Credit Scoring for Banking – application and behavioural scoring to assess and control risk within existing consumer portfolios and to improve acquisition strategies.