SAS^® for Basel II Compliance

Basel II compliance isn’t just about generating regulatory risk estimates. It’s about fully understanding your bank’s risk and integrating risk management processes into your daily workflow.

SAS for Enterprise Risk Management can help you better manage your risk and achieve Basel II compliance by:

• Implementing a self-documenting risk data infrastructure that automates the entire data management process – from extracting data from any source regardless of format, to finding and fixing bad data, to storing data in a repository specifically designed for Basel II analysis and reporting.
• Adopting a consistent credit risk methodology – standardized, IRB-F, IRB-A or mixed – across all portfolios.
• Creating a consolidated, groupwide view of risk, regardless of language, currency, aggregation hierarchy or local regulatory interpretations.
• Employing interactive regulatory and management reporting to get information to whoever needs it, in the form and level of detail they require.
• Providing transparency and traceability across the entire process so you can track down anomalies and answer regulator inquiries on demand.

Proven success

With more than 2,900 financial services customers globally, SAS has a long track record of successful installations and the expertise to take the guesswork out of Basel II compliance. We will guide you through the implementation process to get you up and running quickly – in a matter of months, not years.

In addition, SAS offers:

• A phased implementation approach. The SAS solution can be installed alongside existing risk software in a phased implementation approach that can bridge any disconnects between legacy systems, data stores and data models.
• A modular solution. Because the solution is modular, you can implement those components that address your most pressing concerns first and, if needed, expand the solution over time.

Why SAS for Basel II compliance?

• A single, integrated risk platform supports the entire Basel II compliance process, from source data extraction all the way through to analysis and reporting – something no other vendor offers.
• SAS handles both regulatory and nonregulatory credit risk management across mul­tiple jurisdictions, with built-in methodologies and preconfigured capabilities, including:
• A data profiler that identifies and fixes data quality issues automatically.
• Hundreds of predefined data transformation routines.
• A data repository that includes the most comprehensive data dictionary available and is specifically designed for Basel II analysis and reporting.
• Support for all Basel II credit risk approaches – standardized, IRB-F, IRB-A, mixed.
• Flexible reporting capabilities and complete transparency, so even non-risk experts can view, validate and audit every step of the analysis quickly and easily.
• You can leverage the same SAS solution for more advanced, nonregulatory measures – such as economic capital and risk-adjusted pricing – and fully integrate the same solution into other areas, such as financial and marketing systems.