SAS Solution for Stress Testing

Meet the challenges of enterprise stress testing and gain strategic advantage through advanced scenario-based planning.

Meet all enterprise stress testing requirements, from scenario and data management to quantification and reporting.

Centrally orchestrate the entire stress testing process and foster collaboration across the organization.

Menu-driven dashboards make it easy to manage multiple stress tests with strong oversight and governance. Flexibly incorporate a range of scenarios and portfolio assumptions and execute stress tests quickly. Aggregate and view results along with business and supervisory segmentations. Consolidate data into financial statements and reports for management review and regulatory disclosure.

Streamline implementation and maintenance of a robust enterprise stress testing environment.

The SAS Solution for Stress Testing helps you establish a powerful data quality framework consistent with BCBS 239 principles. A highly customizable risk and finance data model accommodates your internal data structures and easily integrates with external modules. Prebuilt model templates simplify setup and maintenance, and model linkages are easily managed through user-defined logic. A suite of prebuilt report templates reduces the time and effort required for implementation and can be edited and shared through a user-friendly web interface.

Go beyond compliance to competitive advantage.

Tackle the computational and process challenges of supervisory stress testing while meeting regulatory expectations and timelines. The solution's core capabilities enable faster turnaround and reduced resource requirements. As a result, you can expand both the breadth of scenarios and the depth of analysis, and elevate scenario-based planning to become a strategic tool for competitive advantage.

Key Features

A highly automated stress testing solution that provides exceptional process transparency; strong controls and governance; and robust, efficient data management.

View detailed features list

Modeling and analytics

Provides prebuilt forecasting models that let you incorporate your business growth and portfolio segmentation assumptions. Robustly project the income statement, balance sheet and capital ratios. Perform comprehensive capital analysis and drill down as needed.

Data quality assurance

Ensures the accuracy, completeness and consistency of loaded data through easy-to-configure rules. Provides the necessary evidence for attestation.

Workflow management

Lets you manage analyses over multiple models, scenarios and portfolios. Centrally orchestrate the enterprise stress testing process and assign individual tasks. Monitor progress and quickly identify bottlenecks.

Auditability

Maintains full lineage of data, computations and assumptions, enabling you to transparently assess how they impact stress testing results down to the finest granularity.