SAS Risk and Finance Workbench
About SAS Risk and Finance Workbench
SAS Risk and Finance
Workbench provides an efficient and collaborative environment for
regulatory risk and finance projects that involve classification,
measurement, and reporting activities. The following regulations and
standards are typical subjects of such projects:
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IFRS 9 Financial Instruments (IFRS 9)
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Current Expected Credit Loss (CECL) model
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Dodd-Frank Act Stress Testing (DFAST)
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Comprehensive Capital and Analysis Review (CCAR)
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EU-wide stress testing and supervisory reporting (FINREP and COREP)
SAS Risk and Finance Workbench 2.3
SAS shipped SAS Risk and Finance Workbench 2.3 in November 2016. This release runs on SAS 9.4M4. The following ...
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