SAS Risk Management for Banking
SAS Risk Management for Banking 3.3
SAS Risk Management for Banking 3.3 extends the bank’s capability to assess, monitor, optimize, and create regulatory reports for financial risks. The various analyses within SAS Risk Management for Banking can be run on SAS High-Performance Risk in addition to SAS Risk Dimensions. Running calculations of large portfolios in a distributed environment on SAS High-Performance Risk has substantial performance benefits. The multithreading capabilities of SAS High-Performance Risk also mean that performance is enhanced even in solo mode.
New Monte Carlo simulation methods are offered for several of the analysis tasks.
The regulatory Liquidity Coverage Ratio (LCR) and Net Stable ...