Providing a modern, efficient analytics architecture that allows the ALM process to operate with greater granularity and transparency.
Manage interest rate risk and funding liquidity risk with powerful, flexible and open capabilities.
Easily manage interest rate risk and funding liquidity risk.
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, and behavioral, yield curve and basis risk. Simulate interest income and EVE using Monte Carlo, historical and variance-covariance approaches. Stress test liquidity under adverse credit, market risk and behavioral conditions. Perform economic profitability calculations, including Funds Transfer Pricing (FTP). And generate regulatory reporting for Basel III liquidity risk ratios (LCR and NSFR).
Scale and adapt the solution to meet your needs.
The solution is built on SAS Risk Stratum, which provides powerful data management, modeling, simulation and reporting capabilities with the highly scalable computational power of grid computing technology. SAS Asset and Liability Management's adaptive architecture enables you to scale the solution to your institution and make adaptations to accommodate changing business needs and market requirements. In addition, SAS Asset and Liability Management can be extended to other risk and finance use cases, enabling you to get the most out of your investment.
Get out-of-the-box, industry-leading capabilities.
SAS Asset and Liability Management delivers comprehensive, core ALM functionality, including interest rate risk and foreign exchange risks, liquidity risk stress testing and optimization, risk-based funds transfer pricing analysis, and regulatory reporting. Out-of-the-box industry-leading capabilities are user-configurable to address your unique business requirements in a transparent and traceable manner. And the solution's purpose-built, role-specific user experience includes cycle-driven analysis run and management.