SASŪ Regulatory Risk Management
SAS Regulatory Risk Management is a robust and flexible solution for measuring and reporting the regulatory credit risk of a bank portfolio. It helps optimize the allocation of credit risk mitigants while computing the credit risk measures. It lets a bank configure all regulatory parameters and options that drive the calculations, and it supports multiple configuration sets. SAS Regulatory Risk Management, when combined with SAS Credit Scoring, provides banks with an end-to-end solution for estimating portfolio credit risk. It enables them to seamlessly compute credit risk parameters (probability of default and loss given default) and credit risk capital charges.
The solution has an extensive catalog of ready-made reports, including regulatory and internal reports, as well as customizable reports. A bank can compute and report risk-weighted assets, expected losses, and capital charges (based on the Basel III regulatory framework), at any level of detail, by using SAS data aggregation capabilities. The solution has a flexible reporting framework, which enables you to build customized reports at any level of summarization that you need by using SAS Visual Analytics or SAS Web Report Studio and other SAS Business Intelligence tools.
The most recent release is SAS Regulatory Risk Management 5.4.
What's New in SAS Regulatory Risk Management 5.4
The regulatory reporting mechanism in SAS Regulatory Risk Management 5.4 has been fully redesigned to support a typical submission cycle, thus adding full support for:
- creating report submission packages (for submission)
- generating Excel, HTML, and XBRL versions of the report based on a regulator-supplied data point model
- running validation rules (typically regulatory validation rules) and showing validation failures
- enabling users to manually add cell-level data or override cell-level data
These features are provided to end users through a combination of SAS Regulatory Risk Management and SASŪ Risk and Finance Workbench. SAS Regulatory Risk Management aggregates exposure-level results for the aggregation level needed for regulatory reporting and exports aggregated data to SAS Risk and Finance Workbench (in a landing area). These reporting data are then used by the regulatory reporting end user to carry out the remaining tasks of the submission cycle. In this release of the two products, the regulatory reporting regime for European Banking Authority (EBA ITS) is supported for Taxonomy 2.4.1.
SAS Regulatory Risk Management calculates and aggregates data for certain EBA ITS reports (COREPown funds, large exposures, and leverage ratio). To support the aggregation and exportation of reporting data to SAS Risk and Finance Workbench, this release has the following features and enhancements:
- data configuration according to reporting hierarchies (for aggregation)
- taxonomy support
- data preparation for regulatory reports
- seamless integration with SAS Risk and Finance Workbench
Visit our general product information page on www.sas.com for more information.
Free Online Documentation
The documentation for SAS Regulatory Risk Management is provided on a secure site that requires a user ID and password.
You can obtain access to the secure site if you are a licensed customer of SAS Regulatory Risk Management. To request access contact your SAS consultant. Or, contact SAS Technical Support directly. Be sure to provide the SAS Site Number for your SAS Regulatory Risk Management software license along with your request.
The user ID and password are also provided in the checklist.pdf file which is included with the plan file that is sent to you during the SAS Regulatory Risk Management installation process.
- SAS Regulatory Risk Management 5.4: User's Guide
- SAS Regulatory Risk Management 5.4: Administrator's Guide
- SAS Regulatory Risk Management 5.4: Data Reference Guide
- SAS Regulatory Risk Management 5.4: Upgrade and Migration Guide
- System Requirements--SAS Regulatory Risk Management 5.4 HTML
- Help for Regulatory Risk Management 5.4 is accessible within the product.
- SAS Risk Reporting Repository 2.4: Data Dictionary
- SAS Risk Reporting Repository 2.4: Data Model
SAS Publishing Representatives are available in the U.S. from 8-5 ET to answer your documentation questions. Contact us at 1-800-727-0025, option 4 or e-mail.
Curriculum consultants are available in the U.S. from 9-5 EST. Contact us at 1-800-727-0025, option 4 or e-mail.
International customers, please contact your country office.
Online Support ResourcesThis page contains online support resources that are specific to this product. Visit the Support page to access various self-help and assisted-help resources or submit a problem through the SAS Technical Support form.
- How to Apply IF-THEN-ELSE Logic by Using SAS Enterprise Guide
- How to use code to write log and listing files to disk using SAS Enterprise Guide
- Changing the Output Format with SAS Enterprise Guide
- Converting columns using a custom add-in task in SAS Enterprise Guide 4.2