SAS® Market Risk Management for Insurance
Accurate asset valuation.
Optimal portfolio allocation.
Better risk analysis.
Calculate the true market value of your financial instruments and assets, including bonds, equity, derivatives, swaps and property. Comply with changing regulatory requirements. With our single, flexible, high-performance analytics environment, you'll gain a better understanding of your market risk – and your company's financial health.
Features
- End-to-end functionality. Includes an integrated insurance data model, data management capabilities, advanced analytics and flexible reporting capabilities.
- Insurance-specific data model. Serves as a single source of information for a risk data warehouse.
- Integrated data management. Improves data quality and meets regulatory guidelines by reducing data inconsistencies. Includes prebuilt capabilities for loading data from the data model to the risk software.
- Flexible risk analysis framework. Provides a single management platform and modular structure that meets the needs of multiple business divisions, and evolves to meet changing risk analysis needs.
- Financial instrument modeling. Includes preconfigured portfolio valuation flows and supports a wide range of financial instruments and property investments.
- Market risk assessment and monitoring. Lets you easily monitor portfolio performance and risk via a user-friendly dashboard.
- Stress testing and what-if analysis. Supports stress testing for a variety of risk factors (interest rate, equity, currency and property rates, etc.), and provides preconfigured Solvency II regulatory scenarios.
- High-performance capabilities. A scalable architecture – featuring parallel task execution, in-memory processing and grid optimization – results in extremely fast calculations.
