SAS® Risk and Finance Workbench Features

Model execution

  • Inventory of utilized models with details, link to documentation and versioning.
  • Model execution control through web interface.
  • Mapping of model results to line items in the risk and finance repository.
  • Preview of model results before incorporating its results in the risk and finance repository.
  • History of executions for audit tracking and comparison.

Process orchestration & consolidation

  • Centralized hub for orchestrating the entire stress testing process.
  • Process orchestration with status and timelines.
  • Integration of model selection, scenario specification, scheduling, creation of capital plans and process workflows.
  • Embedded workflow engine for specifying workflows, timelines and approval paths related to stress testing.
  • Scenario management – regulatory and ad hoc.
  • Support for regulatory stress testing cycles and subcycles.
  • Definition of workflows for each part of the stress testing process.
  • Ability to track approvals, attachments and comments for each step of the process.
  • Automatic, user-driven data and model loading.
  • Complete data lineage.
  • Audit reports – who, when, what, why.

Results consolidation

  • Centralized location for managing the reporting and mapping hierarchies associated with stress testing.
  • Fully integrated financial hierarchies.
  • Report generation – regulatory and filing views.
  • Results consolidation, reconciliation and aggregation.
  • Maps quantitative stress testing results to the financial models that create projected balance sheets, income statements and capital plans.

Integration of risk & finance

  • Definition of legal entity structures and hierarchies.
  • Mappings between different financial hierarchies, such as those used by accounting and treasury.
  • Allocation and application of financial rules.
  • Templates for balance sheet, income statement and capital planning.
  • Management overlays and overrides.

Scenario specification & enrichment

  • Web-based interface for managing scenario library.
  • Ability to import scenarios provided by regulators.
  • Side-by-side scenario management.
  • Edit and enhance scenarios.

Filling package

  • Content provided by SAS to generate supervisory reports.
  • Taxonomies and report templates delivered in the SAS Risk and Finance Workbench environment.
  • Perform validation rules against the supervisory reporting data.
  • Generate files for submission in the required format.

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