What is SAS Regulatory Capital Management
SAS Regulatory Capital Management helps financial institutions calculate, manage and report regulatory capital requirements in an integrated risk management environment. It supports credit and counterparty credit risk calculations under the Basel regulatory framework, including risk-weighted assets, credit risk mitigation, regulatory reporting and auditability.
SAS Regulatory Capital Management benefits
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Adapt to changing regulatory capital requirements
Easily adapt to changing regulatory requirements and accommodate varying interpretations of Basel II, III and IV guidelines across multiple jurisdictions. Our flexible solution allows for easy system evolution so you can stay up to date.
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Accelerate regulatory capital implementation
Predefined regulatory environments, sample reports and a banking-specific data model enable you to get up and running quickly for faster regulatory compliance. The parallel processing capabilities of the SAS Infrastructure for Risk Management execution platform result in a 50% or more reduction in processing time, compared with previous versions.
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Improve regulatory capital auditability and transparency
There are no hidden system files or black-box models, which ensures transparency throughout your processes. You can archive all the data and intermediate calculation steps, then access, audit and validate them as needed for supervisory and internal review requirements. All processing steps and flows are fully documented and can be visualized.
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Support multiple risk management use cases
The SAS Regulatory Capital Management runs on a multipurpose platform, enabling you to leverage your investment over multiple use cases (e.g., enterprise stress testing and IFRS 9/CECL).
Key features
Effortlessly navigate the complexities of regulatory capital calculation and reporting with our comprehensive solution. Designed for seamless integration across your enterprise, our platform streamlines every step – from precise calculations to accurate submissions – ensuring reliable compliance with evolving regulatory requirements.
Prebuilt data model & risk repository
Comprehensive, banking-specific data model populates the data mart by applying hundreds of predefined SAS data transformation routines.
Comprehensive data management
Reduces the need for custom coding, testing and maintenance with an interactive, point-and-click data integration environment and integrated metadata.
Support for regulatory calculations, including Basel II, III & IV
Fully supports implementation of Basel II, Basel III, Basel IV and CRD for all three credit risk approaches (Standardized, IRB Foundation and IRB Advanced).
Parallel processing
Speeds processing with SAS Infrastructure for Risk Management execution platform.
Complete audit & system transparency
Includes a robust data model that stores analysis output and provides complete auditing and historization capabilities.
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