What is SAS Asset and Liability Management?
SAS Asset and Liability Management is a cloud-native solution for managing asset and liability risk, liquidity risk and balance sheet performance. Its modular capabilities help banks and other financial institutions model and manage their balance sheet, assess risk and make informed decisions about assets, liabilities and liquidity.
How does SAS Asset and Liability Management work?
SAS Asset and Liability Management brings together data, cash flow generation, risk analytics and scenario-based balance sheet modeling to help financial institutions assess and manage interest rate and liquidity risk.
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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.
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Analyze ALM results with SAS Viya Copilot
SAS Viya Copilot for Asset and Liability Management helps you create and analyze ALM runs using natural language. Compare and summarize economic value of equity (EVE) and net interest income (NII) results across reporting periods and scenarios, adjust risk factors and review run logs to identify warnings and errors.
What can you do with SAS Asset and Liability Management?
SAS Asset and Liability Management helps financial institutions manage balance sheet risks and make informed decisions about assets, liabilities and liquidity. With SAS, you can:
Manage interest rate risk and analyze earnings and economic value
Manage liquidity and funding risk
Model, forecast and stress-test the balance sheet
Support regulatory risk reporting
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 analytics
Offers scenario-based ALM and liquidity risk management with both static and dynamic balance sheet assumptions.
Cloud-native ALM architecture
Provides scalable, resilient analytics with reduced maintenance overhead using a modular, microservices-based architecture.
Automated ALM analysis & reporting
Enables both ad hoc analyses and fully automated daily production runs with sophisticated error detection, process monitoring and calculation transparency for meeting regulatory requirements.
Flexible integration with risk models & cash flow systems
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.
Natural-language analysis with SAS Viya Copilot
Enables users to create, configure and analyze ALM runs using natural language. Compare and summarize EVE and NII results across reporting periods and scenarios, adjust risk factors and review run logs to identify warnings and errors.
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.
SAS Viya is cloud-native and cloud-agnostic
Consume SAS how you want – SAS managed or self-managed. And where you want.
Related products & solutions
SAS Asset and Liability Management frequently asked questions
What is asset and liability management (ALM)?
Asset and liability management (ALM) is the process financial institutions use to manage the risks and performance of their assets and liabilities. ALM helps organizations assess and manage interest rate risk, liquidity risk and balance sheet risk while evaluating how changes in market, economic and behavioral conditions can affect financial performance.
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 and liability management framework. It integrates data management, cash-flow generation, risk analysis, stress testing and reporting to help organizations assess and manage financial risk.
What are the main benefits of using SAS Asset and Liability Management?
SAS Asset and Liability Management helps financial institutions:
- Enhance balance-sheet visibility.
- Automate complex ALM and liquidity risk tasks.
- Reduce manual effort.
- Improve governance and scalability.
- Support regulatory and financial-risk requirements.
What kinds of risk does SAS Asset and Liability Management cover?
SAS Asset and Liability Management supports analysis of interest rate risk, liquidity and funding risk, earnings risk and economic value, along with scenario-based balance sheet analysis and stress testing. It also supports regulatory risk reporting, including measures such as Interest Rate Risk in the Banking Book (IRRBB), Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
How does SAS Asset and Liability Management support balance sheet forecasting and scenario analysis?
SAS Asset and Liability Management supports both static balance sheet analysis and dynamic projections that model how the balance sheet can change under different market, behavioral and macroeconomic conditions. Organizations can use scenario-based simulations and business evolution assumptions to evaluate potential changes in balance sheet performance and financial risk.
How does SAS Asset and Liability Management support stress testing?
SAS Asset and Liability Management enables organizations to perform stress testing and simulations of the balance sheet under different market, macroeconomic and behavioral scenarios. These analyses can help financial institutions evaluate potential changes in risk, earnings and balance sheet performance under changing conditions.
Who typically uses SAS Asset and Liability Management?
SAS Asset and Liability Management is designed for banks, credit institutions and other financial organizations that need to manage asset and liability risk, liquidity risk and balance sheet performance. It supports activities such as balance sheet forecasting, risk analysis, stress testing, regulatory risk reporting and funds transfer pricing.