SAS® Model Implementation Platform
Scalable, in-memory risk engine
- Enables distributed computing, allowing for massively parallel processing without the need to write any distributed processing code.
- Includes enhanced, high-performance risk capabilities for Monte Carlo loan-level model execution.
- Provides flexible risk analysis capabilities, enabling:
- On‐demand risk analysis.
- Sensitivity analysis.
- Fast, interactive stress testing and scenario analysis.
- Advanced, simulation‐based risk analysis.
- Incremental risk and risk contribution analysis.
Controlled, centralized model deployment
- Includes prebuilt templates for many common model structures:
- Cox proportional hazards.
- Monte Carlo state transition.
- Markov chain.
- Supports firm‐specific model structures that can be written easily using SAS code.
- Enables interactive scenario specification and real‐time aggregation of results via graphical interface.
- Provides an easy‐to‐use front end and program editor for run‐time analysis of single models or model systems.
- Enables user‐specified output (RWA, PL, ECL, PD, CPR, CDR, LGD, prepayment amounts, default amounts, loss amounts, balances, principal, interest, etc.).
- Supports both single path and stochastic economic paths in stress testing.
Central model execution library
- Automatically documents all changes to data models, and ensures auditability for regulatory reporting.
- Includes interactive model risk dashboards.
- Provides an end-to-end model governance platform.
- Enables complex systems of models to be grouped together.
- Facilitates model control by enabling all models and model groups to be versioned and searched.
- Enables promotion of models from development to production and archiving of previous model versions.
- Enables visual exploration and drill-down through results.
- Provides flexible, on‐demand reporting capabilities.
- Includes an interactive ad hoc scenario and stress test builder.