SAS Asset and Liability Management
Discover our solutions for effective asset and liability management (ALM) and liquidity risk management, with integrated balance sheet capabilities – in a powerful, cloud-native, modular and transparent solution.
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Easily manage interest rate risk and liquidity risk through an intuitive, web-based interface
SAS Asset and Liability Management provides flexible, open and powerful capabilities for managing interest rate risk and funding liquidity risk. You can stress test interest rates and other risk factors, taking into account repricing, optionality, yield curve and basis risk, as well as behavioral risks and credit risks. It is designed to support open source and third-party cash flow generation models and integrate with other systems.
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Take advantage of scenario-based integrated balance sheet capabilities
SAS Asset and Liability Management allows you to proactively plan and manage your balance sheet using a rich set of scenario-based analytics on your static or projected balance sheet over a range of business, economic and market assumptions.
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Accommodate changing business needs with a cloud-native, modular solution
The solution is built on SAS Viya, which provides powerful data management, modeling and reporting capabilities with the highly scalable power of cloud computing technology. SAS Asset and Liability Management's adaptive architecture scales to your institution and can adapt to changing regulatory, business and market requirements. In addition, the solution can be extended and integrated with other risk and finance use cases, enabling you to get the most out of your investment.
Key features
Expand beyond core ALM and liquidity risk management with enhanced, forward-looking interest rate risk measures and scenario-based balance sheet analytics.
Comprehensive ALM & liquidity risk management capabilities
Offers scenario-based ALM and liquidity risk management with both static and dynamic balance sheet assumptions.
Cloud native
Provides scalable, resilient analytics with reduced maintenance overhead using a modular, microservices-based architecture.
Highly automated
Enables both ad hoc analyses and fully automated daily production runs with sophisticated error detection, process monitoring and calculation transparency for meeting regulatory requirements.
Open & flexible
Provides a robust analytics architecture with built-in cash flow generation logic. Supports integration of open source, in-house proprietary, and third-party libraries and risk models.
Chartis RiskTech100® 2026 Awards
SAS ranks No. 2 overall – with seven category wins
SAS is ranked second overall in the world's foremost ranking of the Top 100 risk management and compliance technology providers. SAS also bested seven technology award categories, including AI for Banking, Balance Sheet Risk Management, Behavioral Modeling, Capital Optimization, Enterprise Stress Testing, IFRS 9 and Model Risk Management.
Related products & solutions
SAS Asset and Liability Management frequently asked questions
What is SAS Asset and Liability Management?
SAS Asset and Liability Management is a cloud-native solution for financial institutions to manage balance sheet, interest-rate and liquidity risk under a unified asset & liability management framework.
What are the main benefits of using SAS Asset and Liability Management?
SAS Asset and Liability Management enables financial institutions to:
- Enhance balance-sheet visibility.
- Automate complex ALM and liquidity risk tasks.
- Reduce manual effort.
- Improve governance and scalability.
- Meet regulatory and financial-risk requirements.
What kinds of risk does SAS Asset and Liability Management cover?
SAS Asset and Liability Management supports cash-flow generation, interest-rate risk and liquidity risk analyses, scenario-based balance-sheet simulations, stress testing, regulatory risk reporting (e.g., IRRBB, LCR/NSFR) and funds-transfer pricing.
Can SAS Asset and Liability Management handle both static and dynamic balance-sheet scenarios?
Yes, SAS Asset and Liability Management supports analyses using both static balance-sheet assumptions and dynamic (projected) balance sheets under changing market, behavioral or macroeconomic conditions.
Is SAS Asset and Liability Management flexible and extensible?
Yes, SAS Asset and Liability Management supports integration with open source, third-party or proprietary cash-flow and risk models, and is built on a modular, cloud-native architecture that can adapt to evolving regulatory, business or market requirements.
Who typically uses SAS Asset and Liability Management?
SAS Assest and Liability Management is used by banks, credit institutions and other financial organizations that need robust asset-liability and liquidity risk management, balance-sheet forecasting, regulatory compliance and funds-transfer pricing.
Does SAS provide analytics and reporting for regulatory compliance?
Yes, SAS Asset and Liability Management offers stress testing, liquidity-coverage and funding-stability metrics (e.g., LCR, NSFR), interest-rate risk measures (e.g., IRRBB) and regulatory report generation.