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.

Web-based interface

  • 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.