Incremental Risk Charge

How SAS Can Help

By building on and integrating with your existing systems, we help you achieve compliance quickly and effectively, minimising your risk of additional capital charges.

• Relieve the management burden: Our flexible, transparent environment lets you manage the whole process, from identifying risk to measuring, mitigating and monitoring it, simply, quickly and regularly.
• Improve risk awareness: By linking your credit and market risk calculations, you break down the silo mentality, creating a more integrated picture of risk across the organisation.
• Boost accuracy: Our solutions use the most powerful predictive analytics available.
• Enhance your Regulatory Capital and Economic Capital management: The ability to model current and future exposure not captured by existing models will allow for tighter capital management.
• Mitigate implementation risk: Because our solution is modular, you can implement it in stages, reducing your initial capital outlay and testing the effectiveness of each stage before moving to the next.
• Achieve economies of scale: An embedded IDRC process brings market and credit risk together, cutting down on the resources needed to perform these operations while improving accuracy.
• Keep up with evolving legislation: Our models can be quickly and easily adapted as requirements change.