FRG

SAS & FRG

Together with SAS, we are dedicated to helping our clients around the world maximize the effectiveness and value of their investments in risk management technology, methodology and processes. We provide clients with unique technology offerings, implementation services, business advisory services and thought leadership in various areas of risk management.

With access to over 100 SAS-trained consultants, FRG has an unparalleled mix of deep risk domain knowledge and technical expertise, fluently speaking the language of business and technology to translate user requirements into enterprise strength solutions. Our experience spans across the spectrum of infrastructures from internally IT managed to remotely managed, fully outsourced and cloud. We have helped clients move their risk management investments across infrastructures and find the right balance for their business within their organizational constraints.

We have a proven record of success working with organizations of all size from local credit unions and family offices to the world's largest financial institutions. We have helped them all with their most critical risk management issues with the appropriate level of governance, control and flexibility.

Focus Area
Credit Risk, Asset Liability Risk, Capital Management, Market Risk, Firmwide Risk, Data Management

Specializations
Risk Management, Data Management, Advanced Analytics, Reporting

Industry
Banking & Financial Services, Energy, Insurance, Agriculture, Private Capital, Government

Initiatives

Stress Testing:

SAS and FRG have helped many clients around the world solve their regulatory stress testing requirements (Basel, CCAR, DFAST, OFSI) and internal Enterprise Wide Stress Testing requirements (ICAAP) leveraging SAS Stress Testing Content Package and FRGs extensive knowledge of stress testing methodologies and process.

Model Risk Management (MRM)
FRG will leverage SAS’ MRM solution framework in a best practice approach to Model Risk Management which includes MRM Governance (planning, org design, policy).

Risk Modeling and Decisioning
SAS Risk Modeling and Decisioning solution presents a comprehensive, integrated framework for model development that supports the entire analytics lifecycle across data management, model development, model validation, portfolio reporting, back-testing and regulatory documentation capabilities. FRG’s expertise develops the models and integrate these steps with an operating model which increases efficiencies and reduced risk.

IFRS 17/Long Duration Targeted Improvements (LDTI)
SAS and FRG will bring our collective experience and best practices in regulatory risk and finance management to address the IFRS 17 market globally and LDTI in the US.

Expected Credit Loss
SAS and FRG will bring our collective global experience and best practices in credit management and our Expected Credit Loss (ECL) technology platform and IP to address the global IFRS9 market and the CECL market in the US.

Risk Platform Transformation
The SAS Unified Risk and Finance Platform is designed to help clients consolidate their risk and finance processes in a dynamic, cost-efficient way and support the increased demand for risk analytics in an open but structured approach. FRG’s subject matter experts will design and deliver on a roadmap to deliver benefits early and often.

Solutions available as Managed Analytic Services:

  • Stress Testing
  • IFRS 9
  • IFRS 17
  • Model Risk Management

Resources

About FRG

Financial Risk Group (FRG) is the world’s premier provider of global commodity trading and risk management advisory services. Each of our partners brings over 15 years of experience to the design, development and deployment of custom commodity trading and risk management solutions for some of the world’s largest agricultural and energy companies.​ frgrisk.com

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