The SAS Risk products include SAS Risk Dimensions^® , SAS Credit Risk Management for Banking, SAS OpRisk VaR, and SAS OpRisk Monitor.

The analytical methods of SAS Risk Dimensions measure market risk and credit risk. SAS Risk Dimensions creates an environment where market and position data are staged for analysis using SAS data access and warehousing methodologies. SAS Risk Dimensions delivers a full range of modern credit, market and operational risk analysis techniques including:

• mark-to-market

• scenario analysis

• profit/loss curves and surfaces

• sensitivity analysis

• delta normal VaR

• historical simulation VaR

• Monte Carlo VaR

• current exposure

• potential exposure

• credit VaR

• optimization

SAS Credit Risk Management for Banking is a complete end-to-end application for measuring, exploring, managing, and reporting credit risk. SAS Credit Risk Management for Banking integrates data access, mapping, enrichment, and aggregation with advanced analytics and flexible reporting, all in an open, extensible, client-server framework.

SAS Credit Risk Management for Banking enables you to do the following:

• access and aggregate credit risk data across disparate operating systems and sources

• seamlessly integrate credit scoring/internal rating with credit portfolio risk assessment

• accurately measure, monitor, and report potential credit risk exposures within entities of an organization and aggregated across the entire organization, both on the counterparty level and the portfolio level

• evaluate alternative strategies for pricing, hedging, or transferring credit risk

• optimize the allocation of credit risk mitigants or assign the mitigants to lower the regulatory capital requirement

• optimize the allocation of regulatory capital and economic capital

• facilitate regulatory compliance and risk disclosure requirements for a wide variety of regulations such as Basel I, Basel II, and the Capital Requirements Directive (CAD III)