Banking Risk Management

Establish a risk-aware culture. Optimize capital and liquidity. Meet regulatory demands.

How SAS Delivers Better Risk Management

Only SAS delivers comprehensive risk solutions, AI and regtech technologies and best practices that help you balance short- and long-term strategies, improve financial performance and build a risk-aware culture throughout your organization. With SAS, you can reduce the time and cost of compliance by ensuring data consistency, transparency and complete traceability.

Regulatory risk management

Ensure efficient credit risk analysis with timely, accurate RWA reporting and regulatory capital optimization.
Comply with Basel III/IV requirements for credit risk analytics.
Create a consolidated data, modeling and reporting infrastructure for measuring and reporting on credit and counterparty risk.

Capital planning

Reduce stress testing cycle times so you can focus on higher-value activities.
Uncover opportunities and risks with powerful tools and reporting capabilities that expedite capital planning.
Go beyond supervisory stress testing to anticipate the path ahead and prepare for the unexpected.
Improve transparency and auditability with flexible workflow automation and embedded controls.
Introduce new models, methodologies and scenarios as needs change.

Credit risk management

Build, back-test and deploy credit risk models faster – without recoding.
Better manage corporate IP with an intuitive interface that makes it easy to share project artifacts, variables, etc.
Make better lending decisions using a broad range of scoring methodologies to assess risk exposures.
Reduce model risk by optimizing performance throughout the model life cycle.
Deploy scenario-based risk analytics to simulate risk exposures and support capital planning.
Prepare IFRS 9 and CECL estimates in a centralized, controlled environment.

Risk governance

Gain a holistic, enterprisewide view of your risk profile and internal control status.
Ensure transparency and promote consistent standards with a centralized model inventory and model risk management framework.
Produce accurate, on-demand regulatory and management reports based on high-quality data.
Manage critical operational risk and compliance processes with a self-documenting solution that ensures auditability and traceability for management and regulators.

Why SAS^® for risk management?

Put on-demand, high-performance risk analytics in the hands of your CRO and risk professionals. With SAS, you can confidently balance short- and long-term strategies while addressing changing regulatory requirements.

Establish a firmwide risk technology foundation

Update legacy processes with a modernized risk infrastructure that supports scalable, high-quality data, workflow, analytics and reporting.

Improve regulatory risk management processes for Basel III/IV compliance

SAS supports compliance for all regulatory risk management mandates, including regulatory capital, liquidity risk and BCBS 239.

Integrate risk and finance modeling

A common platform supports IFRS 9 and CECL regulatory requirements, along with enterprise stress testing.

Enhance credit risk management processes throughout the life cycle

Efficiently and effectively manage the entire credit risk management process – from origination to portfolio management, and from collections to recovery.

Achieve best-practice model risk management compliance

Full transparency and prebuilt governance processes ease your compliance burden and provide organizational accountability.

Incorporate AI

Use AI and machine learning for credit scoring, capital optimization, backtesting and model validation, and regtech.

Because we can perform more simulations in less time, the results are extremely accurate. Krzysztof Widelka Head of ICAAP and Limit Management

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SAS^® Software Used

SAS^® Model Risk Management

How does America's Most Convenient Bank^®, one of the world's 20 largest banks, master model risk governance?

SAS helped TD Bank:

Get an accurate, up-to-date, single source of truth that provides practical insight against risk.
Facilitate cross-functional collaboration to continuously enhance intellectual property, improve risk management, optimize capital and drive business value.
Stay on top of regulatory requirements, keeping executive management and regulators up to date on model status across all risk categories.

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SAS^® Software Used

SAS^® Risk Management for Banking
SAS^® High-Performance Risk
SAS^® Visual Analytics

How does an Austrian financial institution founded in the 19^th century modernize to quickly and accurately assess all risk types?

SAS helped Raiffeisenlandesbank Niederösterreich-Wien AG:

Implement a scalable, common computing platform for both credit and market risk assessment in just six months.
Ensure consistent, uniform data for risk analysis, reporting, stress testing and ICAAP assessment, with the flexibility to manage fluctuations in valuation methods and data volumes.

Accelerate simulation times and get faster and more accurate intraday results.
Calculate incremental VaR and perform stress testing in 90 minutes rather than four hours.
Execute 80,000 credit risk simulations in seven hours instead of 24.

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SAS^® Software Used

SAS^® Governance and Compliance Manager

How does an Indian bank operating in 25 countries cultivate a risk-aware culture that strengthens governance and fosters trust?

SAS helped Bank of Baroda:

Institute better risk management practices through a comprehensive operational risk framework.
Reduce the time required for loss event data collection and reporting from three months to 15 days, enabling more frequent risk assessments and proactive risk mitigation.
Established a risk culture that spans thousands of employees, as well as numerous departments and offices.

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