Banking Risk Management
Establish a risk-aware culture. Optimize capital and liquidity. Meet regulatory demands.
How SAS Delivers Better Risk Management
Only SAS delivers comprehensive risk solutions, AI and regtech technologies and best practices that help you balance short- and long-term strategies, improve financial performance and build a risk-aware culture throughout your organization. With SAS, you can reduce the time and cost of compliance by ensuring data consistency, transparency and complete traceability.
Regulatory risk management
- Ensure efficient credit risk analysis with timely, accurate RWA reporting and regulatory capital optimization.
- Comply with Basel III/IV requirements for credit risk analytics.
- Create a consolidated data, modeling and reporting infrastructure for measuring and reporting on credit and counterparty risk.
Capital planning
- Reduce stress testing cycle times so you can focus on higher-value activities.
- Uncover opportunities and risks with powerful tools and reporting capabilities that expedite capital planning.
- Go beyond supervisory stress testing to anticipate the path ahead and prepare for the unexpected.
- Improve transparency and auditability with flexible workflow automation and embedded controls.
- Introduce new models, methodologies and scenarios as needs change.
Credit risk management
- Build, back-test and deploy credit risk models faster – without recoding.
- Better manage corporate IP with an intuitive interface that makes it easy to share project artifacts, variables, etc.
- Make better lending decisions using a broad range of scoring methodologies to assess risk exposures.
- Reduce model risk by optimizing performance throughout the model life cycle.
- Deploy scenario-based risk analytics to simulate risk exposures and support capital planning.
- Prepare IFRS 9 and CECL estimates in a centralized, controlled environment.
Risk governance
- Gain a holistic, enterprisewide view of your risk profile and internal control status.
- Ensure transparency and promote consistent standards with a centralized model inventory and model risk management framework.
- Produce accurate, on-demand regulatory and management reports based on high-quality data.
- Manage critical operational risk and compliance processes with a self-documenting solution that ensures auditability and traceability for management and regulators.
Because we can perform more simulations in less time, the results are extremely accurate.Krzysztof Widelka Head of ICAAP and Limit Management
SAS® Software Used
How does America's Most Convenient Bank®, one of the world's 20 largest banks, master model risk governance?
SAS helped TD Bank:
- Get an accurate, up-to-date, single source of truth that provides practical insight against risk.
- Facilitate cross-functional collaboration to continuously enhance intellectual property, improve risk management, optimize capital and drive business value.
- Stay on top of regulatory requirements, keeping executive management and regulators up to date on model status across all risk categories.
How does an Austrian financial institution founded in the 19th century modernize to quickly and accurately assess all risk types?
SAS helped Raiffeisenlandesbank Niederösterreich-Wien AG:
- Implement a scalable, common computing platform for both credit and market risk assessment in just six months.
- Ensure consistent, uniform data for risk analysis, reporting, stress testing and ICAAP assessment, with the flexibility to manage fluctuations in valuation methods and data volumes.
- Accelerate simulation times and get faster and more accurate intraday results.
- Calculate incremental VaR and perform stress testing in 90 minutes rather than four hours.
- Execute 80,000 credit risk simulations in seven hours instead of 24.
SAS® Software Used
How does an Indian bank operating in 25 countries cultivate a risk-aware culture that strengthens governance and fosters trust?
SAS helped Bank of Baroda:
- Institute better risk management practices through a comprehensive operational risk framework.
- Reduce the time required for loss event data collection and reporting from three months to 15 days, enabling more frequent risk assessments and proactive risk mitigation.
- Established a risk culture that spans thousands of employees, as well as numerous departments and offices.
Risk Management for Banking Products & Solutions
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SAS® Credit Assessment ManagerEvaluate your entire loan portfolio by performing both qualitative and quantitative assessments of individual nonperforming loans.
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SAS® Credit ScoringDevelop, validate and monitor credit scorecards faster, cheaper and more flexibly than any outsourcing alternative.
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SAS® Expected Credit LossMeet the challenges of IFRS 17, IFRS 9, CECL and beyond with a centralized, flexible, high-performance analytics environment.
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SAS® High-Performance RiskMake better, faster decisions based on current views of your overall risk exposure.
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SAS® Model Implementation Platform Quickly and efficiently execute a wide range of models used in bank stress tests and other enterprise-level risk assessments.
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SAS® Model Risk ManagementSignificantly reduce your model risk, improve your decision making and financial performance, and meet regulatory demands with comprehensive model risk management.
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SAS® Qualitative Assessment ManagerReduce the manual effort required to document, manage, assess, communicate, monitor change and audit the stress-testing processes required for capital planning and review.
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SAS® Regulatory Content for CECLQuickly meet new US Financial Accounting Standards Board current expected credit loss (CECL) standards with best practices for modeling, workflow and reporting.
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SAS® Regulatory Content for EBA TaxonomiesMeet European Banking Authority (EBA) reporting requirements and gain business value with a collection of industry-leading reporting content.
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SAS® Regulatory Content for IFRS 9Accelerate time to benefit and quickly meet IFRS 9 standards.
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SAS® Regulatory Risk ManagementProactively manage regulatory risk across multiple jurisdictions with a single, end-to-end risk management environment.
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SAS® Risk and Finance WorkbenchOrchestrate all aspects of financial stress test and credit loss reserving processes, and consolidate results from various systems, via a central hub.
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SAS® Risk Modeling WorkbenchLower costs and reduce the operational risks associated with risk model development.
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SAS® Solution Content for Stress TestingMeet the challenges of supervisory stress testing, and establish a powerful data and modeling environment for scenario-based planning.
