SAS® ASSET AND LIABILITY MANAGEMENT

Effective asset and liability management (ALM) and liquidity risk management. Integrated balance sheet capabilities. In a powerful, cloud-native, modular and transparent solution.

Flexibly employ cash flow projection and valuation methods with the ability to add sophisticated behavioral models and custom cash flow logic.

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.

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.

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.

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 management capabilities

Offers scenario-based ALM and liquidity risk management with both static and dynamic balance sheet assumptions.

Cloud native

Provides scalable, resilient analytics with reduced maintenance overhead using a modular, microservices-based architecture.

Highly automated

Enables both ad hoc analyses and fully automated daily production runs with sophisticated error detection, process monitoring and calculation transparency for meeting regulatory requirements.

Open & flexible

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.

CLOUD PROVIDERS

Conquer all your analytics challenges – from experimental to mission critical – with faster decisions in the cloud. The latest release of SAS Viya is now available on these cloud providers.

SAS Cloud

Running the latest version of SAS Viya natively on Microsoft Azure, the SAS Cloud manages your entire analytics platform for optimal performance and value.

Azure

Microsoft is our strategic partner and preferred cloud provider. With deep integration and a shared road map, SAS and Microsoft are shaping the future of AI and analytics in the cloud.

AWS

Designed to be cloud-native, SAS Viya is tested and approved to leverage the same cloud services used by millions of AWS users.

GCP

With a commitment to innovation and open-source cloud principles, SAS Viya brings native AI and advanced analytics to Google Cloud.

Red Hat OpenShift

SAS Viya is bringing the latest DataOps, AI and ModelOps capabilities to Red Hat OpenShift – the leading enterprise Kubernetes platform, built for your open, hybrid cloud strategy.​

Explore More on SAS® Asset and Liability Management

BLOG

 

3 Forces Driving Modern Asset Liability Management Strategies

Learn why financial institutions are revisiting their asset liability management strategies and seeking a more holistic approach to balance sheet management.

PRIMER

 

Liquidity Risk: What It Is and Why It Matters

Learn about liquidity risk and why the onus is on financial institutions to shore up liquidity risk and balance sheet management, both for the good of the firm and the economy.

ARTICLE

 

Asset Liability Management (ALM) in the Concept of Stress Testing

Read about some of the main asset and liability management (ALM) challenges financial institutions face and how risks and exposures have evolved in recent years.

Interested in SAS Asset and Liability Management (on SAS®9)?

Connect with SAS and see what we can do for you.