Risk.net Risk Technology Awards:
Regulatory Capital Calculation Product of the Year
The SAS Solution for Regulatory Capital helps financial organizations manage the complexities of regulatory capital calculation and reporting processes in an integrated, reliable enterprise framework.
Proactively manage regulatory risk with a single, end-to-end risk management environment. A transparent framework and integrated data aggregation, analytics and reporting capabilities provide an open, flexible and extensible means of measuring and managing regulatory risk in a constantly changing regulatory environment.
Respond quickly to regulatory changes.
Easily adapt to changing regulatory requirements and accommodate varying interpretations of Basel II, III and IV guidelines across multiple jurisdictions. Our flexible solution allows for easy system evolution so you can stay up to date.
Get up and running fast, with minimal project risk.
Predefined regulatory environments, sample reports and a banking-specific data model enable you to get up and running quickly for faster regulatory compliance. The parallel processing capabilities of the SAS Infrastructure for Risk Management execution platform result in a 50% or more reduction in processing time, compared with previous versions.
Ensure audit and system transparency.
There are no hidden system files or black-box models, which ensures transparency throughout your processes. You can archive all the data and intermediate calculation steps, then access, audit and validate them as needed for supervisory and internal review requirements. All processing steps and flows are fully documented and can be visualized.
Gain a strategic advantage with a multipurpose platform.
The SAS Solution for Regulatory Risk Management runs on a multipurpose platform, enabling you to leverage your investment over multiple use cases (e.g., enterprise stress testing and IFRS 9/CECL).
Key Features
A regulatory capital solution that allows you to manage the complexities of regulatory capital calculation and reporting processes, including submission to regulators, in an integrated and reliable enterprise framework.
Prebuilt data model & risk repository
Comprehensive, banking-specific data model populates the data mart by applying hundreds of predefined SAS data transformation routines.
Comprehensive data management
Reduces the need for custom coding, testing and maintenance with an interactive, point-and-click data integration environment and integrated metadata.
Support for regulatory calculations, including Basel II, III & IV
Fully supports implementation of Basel II, Basel III, Basel IV and CRD for all three credit risk approaches (Standardized, IRB Foundation and IRB Advanced).
Parallel processing
Speeds processing with SAS Infrastructure for Risk Management execution platform.
Complete audit & system transparency
Includes a robust data model that stores analysis output and provides complete auditing and historization capabilities.
Related Offerings
Check out these products and solutions related to the SAS Solution for Regulatory Capital.
- SAS® Asset and Liability Management Flexibly employ cash flow projection and valuation methods with the ability to add sophisticated behavioral models and custom cash flow logic in a cloud-native, modular and transparent solution.
- SAS® Solution for Stress TestingMeet the challenges of supervisory stress testing and strategic scenario planning with SAS Solution for Stress Testing.
Develop a Plan to Meet Regulatory Needs
Financial institutions must address challenges that Basel IV will bring. SAS Solution for Regulatory Capital provides an integrated risk management approach to meeting evolving regulatory needs – on one platform, and in time for the 2023 deadline.