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White Paper

Evolving from Quantitative Risk Management to a High-Performance Risk Management Analytic Framework

Insights on a new direction for risk management by Myron S. Scholes, PhD and Nobel Laureate, and Tom Kimner, Head of Americas Risk Practice at SAS

About this paper

As a result of the recent market shocks, banks, capital markets firms and asset managers are rethinking certain issues and focusing on: 1) How to integrate not only risk and reward tradeoffs using portfolio theory, but also how to plan for market shocks; 2) The resulting impact of these shocks on the business and its divisions. Leading financial entities are linking their portfolio risk with the return on capital and integrating market liquidity into their analyses in an attempt to gain a more complete view of risk and return. As a result, optimization of capital deployed – rather than just a single view of risk exposures – has become the new role of risk management. This white paper proposes a new framework for optimizing risk management and discusses the technology needed to establish a high-performance computing environment for risk management.

Acerca de SAS

SAS es la compañía líder de software y servicios de Business Analytics, y el mayor proveedor independiente del mercado de Business Intelligence. A través de soluciones innovadoras, SAS ayuda a clientes en más de 80.000 instalaciones a mejorar el rendimiento y crear valor con una toma de decisiones más rápida. Desde 1976, SAS proporciona a sus clientes en todo el mundo THE POWER TO KNOW®

 

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