Near Real-Time Risk Management
SAS understands that traders and risk managers need to make informed decisions, fast.
Yet the traditional dependence on overnight batch data and VaR models means that financial institutions are exposed to intra-day volatility and fat-tail risks.
SAS Real-time Market Risk uses the power of Event Stream Analytics to simultaneously gather and analyse data within seconds, enabling faster and better-informed risk management and trading decisions. It is the most comprehensive and flexible High Performance Analytics tool for the financial services market.
See events as they happen
SAS Real-time Market Risk is able to calculate pricing, VaR, and Sensitivities, and is able to use the SAS High Performance Risk Engine for a number of different functions, in particular when intra-day re-calculation of sensitivities is required, and when models require re-calibration.
Powered with Event Stream Analytics, the SAS solution provides the front office with an aggregate view of events as they happen – enabling better hedging and a faster response to opportunities – on a firm-wide basis.
The SAS solution offers a wide variety of High Performance Analytics tools for model development and management, data integration, reporting, and distribution, which can all be customised to the financial institution's needs.