SAS® Risk Engine Features
A scalable, in-memory risk engine
- Transparent risk environment configuration.
- Flexible pricing library definition and integration.
- Rich risk analysis capability.
- Fast valuation and risk aggregation.
- Capable of working with big data.
- Rich reporting tools.
- Integrated with event stream processing, high-performance analytics and visual analytics.
Flexible risk analysis capabilities
- Enables on-demand regulatory risk analysis.
- Profit and loss analysis based on market, credit and liquidity risk.
- Sensitivity analysis.
- Fast interactive stress testing and scenario analysis.
- Advanced simulation-based risk analysis.
- Counterparty risk and collateral risk analysis.
- Cash flow analysis.
- Incremental risk and risk contribution analysis.
Open pricing model library
- User-definable open pricing code.
- Compatible with third-party or internal pricing libraries.
- Broad instrument coverage – loans, mortgages, repos, equities, FX, fixed income, derivatives, structured products.
- Flexible, on-demand reporting hierarchy definition.
- Real-time aggregation responding to user-defined drill path.
- Risk exploration template on the viewing preference.
- Multivariable, statistics and horizon view.
- Interactive, ad hoc scenario and stress test builder.