Risk Management

Regulatory requirements are in a perpetual state of flux. Whether you’re trying to comply with the latest Basel regulations or meet the Federal Reserve's criteria for Comprehensive Capital Analysis and Review (CCAR), SAS can help you:

• Comply with regulations around the globe. Accommodate varying guideline interpretations across multiple jurisdictions with a flexible solution that easily adjusts to local and/or regional regulations.
• Project losses through a variety of economic cycles – especially downturns. Measure the effects of risk-based capital requirements across future time horizons throughout the life of each exposure and across all portfolios.
• Create a consolidated data, modeling and reporting platform. Integrate existing risk models and data hierarchies into a streamlined, unified data infrastructure to measure and report credit, counterparty, market and liquidity risk.

• A single risk framework. Our risk data model and embedded risk engine ensure consistency across all portfolios and enable you to combine regulatory and nonregulatory risk analytics.
• Award-winning data management and validation. A self-documenting risk data infrastructure lets you integrate and validate data from almost any source – market data providers, portfolio systems, trade capture systems and more.
• Flexible regulatory analysis and reporting. An end-to-end technology framework supports top-down and bottom-up analyses. Customize models to fit your requirements. Create scenarios using any relevant risk factor. And compare risk exposures simultaneously.
• Near-real-time risk aggregation. Dramatically accelerate processing time for even the most complex calculations. You can track performance across multiple portfolios and dimensions – including asset classes, pricing libraries and systems.
  
• Easy-to-use dashboard. A simple reporting dashboard of regulatory credit risk measures – built with SAS Visual Analytics – gets regulatory reports into the hands of all risk stakeholders quickly and efficiently.
  

• SAS^® Capital Planning and Management
  Create a consolidated capital planning environment that lets you tightly integrate your risk and finance systems.
• SAS^® Capital Requirements for Market Risk
  Efficiently comply with FRTB, and gain a comprehensive view of market risk.
  
• SAS^® Expected Credit Loss
  Meet the challenges of expected loss modeling for IFRS 9 and CECL with an efficient, controlled, sustainable environment.
  
• SAS^® Regulatory Risk Management
  Proactively manage regulatory risk across multiple jurisdictions with a single, end-to-end risk management environment.
  
• SAS^® Risk Management for Banking
  Perform risk analysis and risk-based capital calculations for all major risk types. 
  

Ready to take the next step toward getting the most value from your data? We offer several different technology, deployment and financing options, depending on your needs.

For pricing and ordering information, check out our purchasing options.

Or you can request a personalized price quote.

Perform comprehensive stress testing at an enterprise level. Run revenue and loss models on a single platform. Define and execute ad hoc scenarios to support what-if model sensitivity and capital planning analyses. And ensure transparency across the entire stress testing process. SAS delivers superior solutions for every aspect of stress testing, including:

• Manage, apply and track stress test scenarios. A robust infrastructure, well-defined processes, and end-to-end scenario management and stress test execution capabilities enable you to keep pace with increasing requirements and their related challenges.
• Establish a structured, yet flexible model development process. Continually develop and refine performance models that cover a variety of potential future scenarios, with transparency and documentation throughout the development process.
• Adopt a model implementation platform. Create a centralized modeling environment that can execute models of varying complexity quickly and efficiently by making them easier to manage and place into production – without having to recode them.
• Integrate risk and finance. Get an aggregated, risk-adjusted view of financial information across the firm with a seamless infrastructure that overcomes data silos and data quality issues while addressing critical governance and transparency challenges.
• Facilitate capital management. Ensure compliance with the latest capital regulations while enabling enterprisewide risk management and capital planning practices to drive real business benefits.
  

• Comprehensive data management. Ensure that your data is correct, current and complete. Capture data quality, data lineage and metadata documentation in a transparent and readily searchable form throughout the entire stress testing life cycle.
• Integrated model governance and performance monitoring. SAS provides capabilities for model development and governance, as well as the independent review and validation of models used for stress testing and capital planning.
  
• Cost-effective automation and repeatability. Speed the model implementation and execution process while meeting regulatory requirements using one simplified platform.
• Integration and reconciliation between risk and finance. Specify scenarios and merge modeling results into balance sheets, financial statements and capital plans.
• End-to-end stress testing orchestration. A central hub lets you orchestrate and manage the entire stress testing process and consolidate results from various systems.
  

• SAS^® Capital Planning and Management
  Tightly integrate your risk and finance systems with a consolidated capital planning environment.
• SAS^® Model Implementation Platform
  Quickly and efficiently execute a wide range of complex and computationally intensive systems of models used in stress testing.
• SAS^® Model Risk Management
  Significantly reduce your model risk, meet regulatory compliance requirements and improve your decision making and financial performance.
• SAS^® Qualitative Assessment Manager [PDF]
  Efficiently and accurately document, manage, assess, monitor and audit the stress-testing processes required for capital planning and review.
  
• SAS^® Risk and Finance Workbench
  Orchestrate all aspects of the stress testing process, and consolidate results from various systems, from a central hub.
• SAS^® Risk Data Aggregation and Reporting
  Dynamically aggregate, analyze and visualize key risk information with an integrated suite of risk data management, aggregation and reporting capabilities.
• SAS^® Risk Modeling Workbench
  Establish a structured modeling process to support quantitative analysts who need to develop models for stress testing.

Ready to take the next step toward getting the most value from your data? We offer several different technology, deployment and financing options, depending on your needs.

For pricing and ordering information, check out our purchasing options.

Or you can request a personalized price quote.

Too much credit exposure can lead to high default rates and charge-off percentages. Too little often means lost business and revenue. SAS helps you adeptly manage credit risk so you can meet regulatory requirements while improving your overall performance. With SAS, you can:

• Make smarter lending decisions. Accurately assess credit risk exposure at the time of origination using application and behavior scoring to get a better understanding of specific risk characteristics. Get a comprehensive view of risk at both customer and account levels. 
  
• Manage your credit portfolio using risk/return measures. Calculate portfolio credit risk using advanced portfolio credit risk models, such as actuarial, multivariate Merton and reduced form stochastic transition matrix models.
• Effectively monitor a wide range of loan portfolios. Calculate and stress portfolio exposures, taking into account the effects of netting, collateral, margining and credit derivatives books. Perform advanced simulation of potential future exposure.
• Optimize collections and recovery. Use our scoring, decisioning and optimization technologies to forecast potential losses and formulate better collections and recovery strategies.

• Banking-specific data model and risk repository. Our data model combines bank data from multiple source systems, which simplifies the calculation of risk-weighted assets and regulatory capital. In addition, the data model efficiently, accurately and transparently delivers credit risk measures, and supports scorecard and model development.
• A powerful risk engine. Our risk analytics engine can calculate a range of measures – e.g., exposures, risk weights, capital ratios, effects on collateral – and accommodate increasingly complex modeling techniques as regulations change and financial products become more complicated. In addition, regulatory analysis capabilities are integrated with scenario analysis, stress testing and an optimized risk mitigation algorithm.
• Better credit and business decisions. You can easily extend our integrated risk analytics platform to support areas beyond regulatory requirements, including economic capital and other advanced techniques.

• SAS^® Credit Assessment Manager [PDF]
  Automate the process of categorizing loans down to the individual assessment level.
  
• SAS^® Credit Scoring
  Develop, validate and monitor credit scorecards faster, cheaper and more flexibly than any outsourcing alternative.
• SAS^® Expected Credit Loss
  Meet the challenges of expected loss modeling for IFRS 9 and CECL with an efficient, controlled, sustainable environment.
• SAS^® Regulatory Risk Management
  Proactively manage regulatory risk across multiple jurisdictions with a single, end-to-end risk management environment.
  
• SAS^® Risk Management for Banking
  Perform risk analysis and risk-based capital calculations for all major risk types.

Ready to take the next step toward getting the most value from your data? We offer several different technology, deployment and financing options, depending on your needs.

For pricing and ordering information, check out our purchasing options.

Or you can request a personalized price quote.

It's no longer just the CRO who manages risk. The CEO, board of directors and executives across all lines of business are accountable for maintaining a level of risk consistent with the organization's overall risk appetite. Our innovative, risk-based approach to governance and compliance enables you to:

• Gain a holistic, enterprisewide view of your risk exposure. Measure exposure and risk across all risk types and books of business, and update measures as often as needed.
• Establish a centralized model inventory and model risk management framework. Gain transparency into the modeling process and promote consistent standards throughout your organization to ensure superior quantitative and qualitative model risk management, regardless of model type, source or technology.
  
• Become a well-governed, risk-aware organization. Establish a risk infrastructure that consistently delivers high-quality data, produces accurate regulatory reports, and enables near-real-time risk management and monitoring.
  
• Build confidence in your processes. Identify, capture and manage your most critical operational risk and compliance processes with a self-documenting solution that provides auditability and traceability for management and regulators alike.

• Proven data management. Our industry-leading data management capabilities and detailed risk data model ensure standardized data quality processes that are continuously monitored, measured and improved.
• Data and model governance. Our integrated aggregation, modeling and reporting platforms not only perform fast and efficient data analysis and modeling, they also capture and document everything from data integrity and business rules to model usage and validation.
• Flexible reporting. An easy-to-use, self-service reporting and visualization environment lets you design and deploy reports across any hierarchy and level of granularity on the fly. 
• Transparent model risk management. A centralized model inventory provides complete workflow management and documentation regardless of model type or development technology, making it easier for management and regulators to understand model assumptions, design and structure.
  

• SAS^® Enterprise GRC
  Strengthen governance and foster trust by aligning GRC principles with business objectives and strategy execution.
• SAS^® Model Risk Management
  Significantly reduce your model risk, improve decision making and financial performance, and meet regulatory demands with comprehensive model risk management.
  
• SAS^® OpRisk VaR
  Model loss data and forecast operational value at risk (VaR).
• SAS^® Risk Data Aggregation and Reporting
  Dynamically aggregate, analyze and visualize key risk information with an integrated suite of risk data management, aggregation and reporting capabilities.
• SAS^® Risk Management for Banking
  Perform risk analysis and risk-based capital calculations for all major risk types.

Ready to take the next step toward getting the most value from your data? We offer several different technology, deployment and financing options, depending on your needs.

For pricing and ordering information, check out our purchasing options.

Or you can request a personalized price quote.

Solvency regulatory regimes pose new technical and business challenges for insurance companies trying to operate competitively in a global market governed by multiple regulations. This includes both the analysis of your risk exposure and the requirement to perform self-assessments of current and future risk – known as an Own Risk and Solvency Assessment (ORSA). SAS delivers solutions that can help you:

• Ensure regulatory compliance. Accurately evaluate your risk exposure – and meet Solvency IIrequirements for governance and auditability – with solutions that accommodate new solvency models, data management processes and complex reporting requirements.
• Fully comply with ORSA requirements. Integrated data management, a powerful risk engine, and our business model and narrative reporting capabilities support the quantitative elements of ORSA and contribute to an effective capital planning process.
  
• Align strategies and goals across finance, risk, actuarial and regulatory compliance functions. Develop strategic plans at the entity level involving appropriate insurance business units.
• Improve staff efficiency for capital planning and management. A preconfigured capital planning framework includes predefined dimensions, form sets, formulas and templates. This enables your staff to produce reports for executives much more quickly.

• Risk analysis framework. Perform bottom-up risk analysis by product line and risk type. Meet the demands for more robust stress testing and scenario planning.
• Integrated platform. A single platform enables life and P&C insurance companies to analyze a variety of risks. The underlying platform provides an end-to-end approach – from data sources to reporting – and can serve as the core foundation for an integrated analytical framework.
  
• Open system. The system is fully customizable, supporting the co-existence of multiple regulatory regimes and extension to third-party contributions.
• Automated documentation. Flows of execution, calculations and dependencies are clearly visible. Documentation is automatically generated from the code and is always up-to-date.
• High performance. A scalable architecture – featuring parallel task execution, in-memory processing and grid optimization – results in extremely fast calculations.

• SAS^® Capital Planning and Management
  Create a consolidated capital planning environment that lets you tightly integrate your risk and finance systems.
• SAS^® Enterprise GRC
  Strengthen governance and foster trust by aligning GRC principles with business objectives and strategy execution.
• SAS^® Firmwide Risk for Solvency II
  Establish a risk analytics framework that enables Solvency II compliance and supports the internal model approach for risk analysis.
• SAS^® Market Risk Management for Insurance
  Calculate the true market value of your financial instruments and assets, and comply with changing regulatory requirements.
• SAS^® Underwriting Risk Management for Insurance
  Perform loss estimation, reserving and risk management analysis in a single, high-performance analytics environment.  

Ready to take the next step toward getting the most value from your data? We offer several different technology, deployment and financing options, depending on your needs.

For pricing and ordering information, check out our purchasing options.

Or you can request a personalized price quote.