Flexibly employ cash flow projection and valuation methods with the ability to add sophisticated behavioral models and custom cash flow logic.
Easily manage interest rate risk and liquidity risk through an intuitive, web-based interface.
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, yield curve and basis risk, as well as behavioral risks and credit risks. It is designed to support open source and third-party cash flow generation models and integrate with other systems.
Take advantage of scenario-based integrated balance sheet capabilities.
SAS Asset and Liability Management allows you to proactively plan and manage your balance sheet using a rich set of scenario-based analytics on your static or projected balance sheet over a range of business, economic and market assumptions.
Accommodate changing business needs with a cloud-native, modular solution.
The solution is built on SAS Viya, which provides powerful data management, modeling and reporting capabilities with the highly scalable power of cloud computing technology. SAS Asset and Liability Management's adaptive architecture scales to your institution and can adapt to changing regulatory, business and market requirements. In addition, the solution can be extended and integrated with other risk and finance use cases, enabling you to get the most out of your investment.
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