SASŪ Credit Risk Management for Banking
About SAS Credit Risk Management for Banking
SAS Credit Risk Management for Banking is a robust and flexible solution for measuring and reporting regulatory credit risk measures of a bank portfolio. SAS Credit Risk Management for Banking also helps optimize the allocation of Credit Risk Mitigants, while computing such credit risk measures. SAS Credit Risk Management for Banking lets a bank configure all regulatory parameters and options that drive the calculations, and supports multiple configuration sets. Banks can also create and perform stress tests to compute credit risk measures under stressed scenarios.
SAS Credit Risk Management for Banking, when combined with SAS Credit Scoring for Banking, provides an end-to-end solution to banks to estimate Portfolio Credit Risk. It enables you to seamlessly compute Credit Risk Parameters (Probability of Default, PD and Loss Given Default, LGD) and Credit Risk Capital charges.
The solution has an extensive catalog of prebuilt reports, including Regulatory and Internal Reports, and customizable reports. A bank can compute and report Risk weighted assets, Expected losses and Capital charges (based on the Basel-II regulatory framework), rolled up or granular at any level, by using SAS OLAP capabilities. The solution has a flexible reporting warehouse, which enables you to build ad hoc reports using any level of summarization as needed, by leveraging SAS Business Intelligence tools.
The solution offers a graphical user interface dashboard that enables you to execute risk analytics and view the results.
The most current release is Credit Risk Management for Banking 4.61.
What's New in SAS Credit Risk Management for Banking 4.61?
SAS Credit Risk Management for Banking (CRMB) 4.61 runs on the SAS 9.3 platform, thus offering migrating customers the new features of the SAS 9.3 platforms, such as:
- Base SAS Performance Benefits resulting from operating systems updates, updates to third-party software, and usage of OS Libraries. The 9.3 upgrade improves performance of Base SAS Procedures on Windows, AIX, Solaris, HP-UX, Linux, and z/OS. This in turn improves the Data Extraction, Data Processing, and Calculation time of SAS Credit Risk Management for Banking.
- Base SAS New Feature Benefits: Base SAS is often used by Credit Risk Analyst for ad hoc data exploration. SAS 9.3 has improved Out of the Box output (Default HTML output along with integrated charts and graphs.)
- OLAP Improvements: Credit Risk OLAP cube reports have improved readability with Multiple Language Support for Captions (in Dimensions, Hierarchies and Measures) and Language-aware sorting.
- CRMB Credit Risk Studio (Web application) Performance Improvement on all Webservers, by using Java 6-based Application servers. Note that support for 32-bit Windows ( Web Application servers) has been dropped.
Visit our general product information page on www.sas.com for more information.
Free Online Documentation
The documentation for SAS Credit Risk Management for Banking 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 Credit Risk Management for Banking.SAS Credit Risk Management for Banking
The user ID and password are provided in the checklist.pdf file which is included with the plan file that is sent to you during the SAS Credit Risk Management for Banking installation process.
You can also request access by contacting your SAS consultant. Or, contact SAS Technical Support directly. Be sure to provide the SAS Site Number for your SAS Credit Risk Management for Banking software license along with your request.
SAS Credit Risk Management for Banking 4.7
- SAS Credit Risk Management for Banking 4.7: Administrator's Guide
- SAS Credit Risk Management for Banking 4.7: Data Dictionary
- SAS Credit Risk Management for Banking 4.7: Data Model
- SAS Credit Risk Management for Banking 4.7: User's Guide
- Help for SAS Credit Risk Management for Banking 4.7 is accessible within the product.
- SAS Risk Reporting Repository 2.1: Reference
- SAS Risk Reporting Repository 2.1: Data Model
- SAS Risk Reporting Repository 2.1: Data Dictionary
SAS Publishing Representatives are available in the U.S. from 8-5 ET to answer your documentation questions. Contact us at 1-800-727-3228 or e-mail.
Curriculum consultants are available in the U.S. from 9-5 EST. Contact us at 1-800-333-7660 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