Powerful risk engine technology runs risk calculations and aggregates results over an in-memory grid. The software can handle complex calculations very quickly and store large volumes of results so you can investigate risk information using on-demand hierarchies in near-real time. With fast, precise answers to questions about current and potential P&Ls, cash flows and risk exposures, you can make timely, well-informed decisions related to your portfolios – even in highly volatile and stressed environments.
Assess firmwide risk exposure intraday or in near-real time across all risk types – market, credit and liquidity.
Get fast, accurate risk and exposure measures.
Conduct complex analyses of very large portfolios using patented techniques that deliver significant performance gains. Calculate risk measures with a variety of models that deal with millions of marketable securities, market indices, financial assets and obligations. Complete risk aggregations. Assess market, liquidity and credit risk. And calculate exposure and CVA. All in near-real time (intraday).
Identify optimal actions, make the best decisions.
Conduct rapid, on-demand scenario analyses. Find optimized solutions to your liquidity and capital needs – at the speed of the market. Produce what-if scenarios based on the most complex portfolios, positions and instruments across multiple time horizons. Change parameters and rerun scenarios on demand to examine outcomes.
React to market events with speed and precision.
Price and manage complex, intraday incremental exposures based on the full distribution of market states, and promptly recognize and address economic shocks to take advantage of better arbitrage opportunities.
Plan ahead and formulate contingencies.
Simultaneously deal with millions of correlated positions, overlapping constraints and hundreds of thousands of market states relative to market shocks, asset or currency depreciation, funding shortages, domino effects, etc., using in-memory technology.
This solution runs on SAS® Viya®, which has the breadth and depth to conquer any analytics challenge, from experimental to mission critical. SAS Viya extends the SAS Platform to enable everyone – data scientists, business analysts, developers and executives alike – to collaborate and realize innovative results faster.
Check out these products related to SAS® Risk Engine, built on the powerful SAS® Platform.
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