Risk Management Solutions
Asset & Liability Management
Proactively manage the balance sheet with tight integration to stress testing and other risk and finance activities.
SAS IS A CATEGORY LEADER
Chartis RiskTech Quadrant® for ALM Solutions, 2023
SAS distinguishes itself as a strong category leader in analytics solutions for asset and liability management, as well as being recognized as a category leader with integrated solution offerings for funds transfer pricing, liquidity risk management, and capital and balance sheet optimization.
How SAS® Supports Asset & Liability Management
A holistic, granular approach to balance sheet and liquidity risk management.
Economic volatility and longer-term technology and regulatory trends are driving financial institutions to adopt a more holistic and granular approach to balance sheet management and liquidity risk management. SAS provides powerful analytical, computational and governance capabilities in a scalable, high-performance platform.
Comprehensive ALM functionality
- Includes interest rate sensitivity and stress testing, considering repricing risk, optionality, yield curve and basis risk.
- Enables interest income and EVE simulation using multiple approaches.
- Calculates risk sensitivity measures including durations and convexities for rate-sensitive instruments and Greeks for derivatives.
- Performs scenario-based ALM and liquidity risk analyses on static or dynamic balance sheets.
- Incorporates credit and behavioral assumptions along with macroeconomic and market scenarios.
- Performs risk-adjusted profitability calculations, including funds transfer pricing (FTP).
- Includes regulatory reporting classification and calculation for Basel III liquidity risk ratios (LCR and NSFR) and interest rate risk in the banking book (IRRBB).
Powerful data management with integrated governance & controls
- Supports both ad hoc analyses and fully automated production runs with sophisticated error detection, process monitoring and calculation transparency.
- Efficiently connects to virtually any data source while maintaining full auditability.
- Provides a user-friendly reporting framework that lets business users create their own reports or customize existing reports.
Robust, flexible architecture
- Integrates open source, in-house proprietary, and third-party libraries and risk models.
- Performs timely, on-demand analysis using high-performance execution.
- Adapts to changing business needs and market requirements.
- Provides great scalability with simplified maintenance through cloud-native, microservice-based architecture.
Why choose SAS® for asset & liability management?
SAS provides a high-quality, integrated solution for ALM.
Achieve greater efficiency with less risk
Reduce or eliminate manual effort and the resulting risk of misreporting or late reporting with a highly automated and transparent process. SAS allows you to spend less time moving data and performing calculations and more time analyzing the results.
Gain improved capabilities & controls
Perform fast and highly granular analyses with an underlying high-performance analytics platform that provides rich data management, analytics and reporting capabilities. It also incorporates robust workflow functionality for orchestrating the entire process with full transparency and auditability.
Align ALM with stress testing & other risk & finance functions
SAS asset and liability management offerings integrate with components for stress testing, CECL, IFRS 9 and model risk management. This allows you to achieve tighter alignment across risk and finance functions, as well as maximize your return on investment.
RiskTech100® Awards
Chartis Names SAS a RiskTech 100® Category Leader for Risk & Finance Integration and Balance Sheet Risk Management.
Recommended Solutions for Asset & Liability Management
Featured Solutions
- Kamakura Risk Manager®Get transaction-level valuation, income simulation, liquidity stress testing, cash flow analysis, credit-adjusted economic capital adequacy assessment and regulatory/accounting reporting in a single, integrated ALM solution.
- SAS® Asset and Liability ManagementManage interest rate and funding liquidity risk with powerful, flexible capabilities for static and scenario-based dynamic balance sheet assumptions.
Solutions That Extend ALM Capabilities
- SAS® Solution for Stress TestingMeet the challenges of supervisory stress testing and strategic scenario planning with SAS Solution for Stress Testing.
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