SAS^® Model Risk Management

SAS^® Model Risk Management Features

Govern any type of model developed in any technology.
Assess whether a candidate meets your qualifying model criteria.
Confirm and attest the accuracy of a model inventory.
Securely store model attributes and assumptions across model types, sources (in-house and third-party) and technologies.
Automate your model documentation in your own templates, track versions and securely manage.
Develop working documents for the model validation team.
Expedite the management and deployment of best-practice models into production.
Facilitate effective challenges, fact-based conversations and defense among internal and external model quality stakeholders.
Enable auditability and compliance to meet global regulatory requirements.
Gain transparency and apply model review and validation procedures that are consistent with your policies and standards.

Aggregate model risk across an organization.
Easily disseminate model performance and validation reports.
Provide executive insight into an accurate view of model risk concentrations.
Understand the impacts of altering/decommissioning models.
Interactively identify model risk from the bottom up.
Use SAS Add-In for Microsoft Office to easily export data into Excel, PowerPoint and Word.

Systematically track model performance measures, thresholds and alerts.
Intergrade any model monitoring metric, at any level, from any source, directly into your model risk management framework.
Use the model monitoring calculation engine with a library of performance metrics.
Easily monitor models with a library of detailed and interactive dashboards.
Continuously monitor models, automatically generate findings and maintain a record of changes.

Meet internal model validation, governance and supervision standards.
Track official regulatory reviews, including internal and external tasks, documentation and official signoffs.