Solution Overview for SAS Asset and Liability Management

SAS Asset and Liability Management is designed to manage both interest rate and funding liquidity risks. It also generates both contractual and behavioral (interest and capital) cash flows for a large set of interest-bearing accounts and instruments. This solution overview provides information about working in SAS Asset Liability and Management workspaces that are used for creating scenario and shock sets, importing business evolution plans, running calculations, and exploring reports.

Learn how to

• Explain the business purpose and use of SAS Asset and Liability Management.
• Create risk scenarios.
• View portfolios.
• Import business evolution plans.
• Create a cash flow generator and map.
• Run analyses.
• Create reports.

Who should attend

Risk and business analysts in financial institutions who are responsible for managing risks related to interest rate and funding liquidity and for generating cash flows

Formats available	Duration
e-Learning:	7 hours/180 day license

This course is for analysts who have a basic understanding of cash flow generation and present value calculation. Introductory knowledge of SAS Viya applications and SAS programming is helpful but not required.

This course addresses SAS Asset and Liability Management software.

SAS Viya Overview

Introduction to SAS Asset and Liability Management

Risk Engine Components

SAS Risk Scenario Manager

SAS Portfolio Viewer

Data Loading

Cash Flow Generators and Maps

Analysis Reports

Analysis Runs