SAS^® Risk Engine Features

A scalable, in-memory risk engine

• Transparent risk environment configuration.
• Flexible pricing library definition and integration.
• Rich risk analysis capability.
• Fast valuation and risk aggregation.
• Capable of working with big data.
• Rich reporting tools.
• Integrated with event stream processing, high-performance analytics and visual analytics.

Flexible risk analysis capabilities

• Enables on-demand regulatory risk analysis.
• Profit and loss analysis based on market, credit and liquidity risk.
• Sensitivity analysis.
• Fast interactive stress testing and scenario analysis.
• Advanced simulation-based risk analysis.
• Counterparty risk and collateral risk analysis.
• Cash flow analysis.
• Incremental risk and risk contribution analysis.

Open pricing model library

•   User-definable open pricing code.
•   Compatible with third-party or internal pricing libraries.
•   Broad instrument coverage – loans, mortgages, repos, equities, FX, fixed income, derivatives, structured products.

Web-based interface

• Flexible, on-demand reporting hierarchy definition.
• Real-time aggregation responding to user-defined drill path.
• Risk exploration template on the viewing preference.
• Multivariable, statistics and horizon view.
• Interactive, ad hoc scenario and stress test builder.