Kamakura Risk Manager

A completely integrated ALM solution delivered on-premises or in the cloud.

Run transaction-level valuation, income simulation, liquidity stress testing, cash flow analysis, credit-adjusted economic capital adequacy assessment, and regulatory/accounting reporting – all in a single, integrated ALM solution.

Efficiently manage your ALM process.

An intuitive dashboard lets you quickly configure runs and view analysis history.

Uncover insights through rich data analysis.

View both inputs and outputs on a single screen. You can generate graphic or tabular output reports or drill into the raw data stored in the database.

Understand and effectively communicate results.

View predefined or custom reports in graphical and tabular format.

Key Features

Rich capabilities support tighter integration between risk and finance. Make better, more responsive business decisions, and operate more efficiently.

Asset liability management

Provides extensive standard and advanced analytics for interest rate risk, earnings risk, economic value of equity and liquidity risk management.

Market risk management

Covers a wide range of trading book and banking book products with advanced out-of-box methodologies. Advanced market risk capabilities enable you to conduct scenario, sensitivity and simulation analyses.

Credit analytics

Addresses portfolio credit risk analytics for both Basel and ICAAP with its research-leading credit risk methodology. It also covers credit value adjustment (CVA) requirements.

Funds transfer pricing

Provides funds transfer pricing rate calculation and forecasting capability to help measure risk-adjusted performance.

Regulatory liquidity risk

Calculate and forecast Basel liquidity coverage ratio (LCR) and net stable funding ratio (NSFR).

Regulatory interest rate risk

Addresses both standardized framework (SF) and internal modeling approaches, as per regulatory requirements for interest rate risk in the banking book (IRRBB).

Regulatory market risk

Supports both standardized and internal modeling methods for Basel minimal capital requirement for market risk (e.g., fundamental review of the trading book).

Fair value credit loss

Complements existing SAS offerings for IFRS 9 and CECL in the areas of fair valuation, effective interest rate calculation and hedge effectiveness analysis.

Chartis Names SAS a RiskTech100 Award Winner

Chartis ranked SAS No. 3 overall in the RiskTech100 for 2023 and named SAS a category winner for Balance Sheet Risk Management, Risk and Finance Integration and three other key categories.

Recommended Resources

Solution Brief

Effective ALM and Liquidity Risk Management

Learn how you can enhance your ALM analytics to provide greater strategic business value.

Blog Post

Banking on evolutionary changes to asset liability management

Explore why it’s so crucial for banks – at business and functional levels – to modernize their ALM and overall balance sheet management processes.


Risk Management Insights

Get the latest risk management news, views and best practices from the brightest minds in the business.

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