SAS^® Regulatory Capital Management

SAS Regulatory Capital Management enables financial institutions to manage the complexities of regulatory capital calculation and reporting processes in the banking sector in an integrated and reliable enterprise framework. The solution supports the calculation of credit risk and counterparty credit risk capital requirements under all applicable approaches defined by the Basel regulatory framework. It optimizes the allocation of credit risk mitigants while computing the credit risk measures.

In addition, SAS Regulatory Capital Management supports multiple configuration sets, which let banks configure the regulatory parameters and options that drive the calculations.

With its flexible reporting framework, SAS Regulatory Capital Management can build customized reports at any level of summarization by using SAS^® Visual Analytics.

Most recent releases:

SAS Regulatory Capital Management on the SAS Viya platform

SAS Solution for Regulatory Capital v02.2024 on SAS 9.4

Training Courses

Learn SAS technology quickly and efficiently by taking a course from the analytics experts.

SAS^® Solution Content for Stress Testing: Solution Overview

Become an effective and informed participant in the requirements development and solution design phases of your implementation. The course includes demonstrations and teaches you key concepts, terminology and base functionality that are integral to SAS Solution Content for Stress Testing.

Credit Scorecard Development and Implementation

This business-focused course provides a high-level introduction to credit risk management; detailed end-to-end methodology training for risk scorecard development for retail and SME portfolios; and discussions on scorecard implementation and risk strategy development, and scorecard and portfolio management reporting. The focus of the course is the development of application scorecards, but issues relating to behavior scorecard development will also be explored. Issues relevant to Basel II will be covered. These objectives are reflected in three sections.

Credit Risk Modeling

Learn how to develop credit risk models in the context of the Basel guidelines. This course provides a sound mix of both theoretical and technical insights, as well as practical implementation details. These are illustrated by several real-life case studies and exercises.

Learning path for Risk Management

Documentation

Find user's guides and other technical documentation for SAS Regulatory Capital Management.

SAS Regulatory Capital Management (SAS Viya Platform)

The documentation for SAS Regulatory Capital Management is provided on a secure site that requires an access key, which you can obtain from your SAS Professional Services representative, a Global Support Representative, or by contacting SAS Technical Support. To expedite your request, please include SAS Regulatory Capital Management in the subject field of the form.

SAS Regulatory Capital Management: Help Center

SAS Solution for Regulatory Capital (SAS 9.4)

The documentation for SAS Solution for Regulatory Capital is provided on a secure site that requires an access key, which you can obtain from your SAS Professional Services representative, a Global Support Representative, or by contacting SAS Technical Support. To expedite your request, please include SAS Solution for Regulatory Capital in the subject field of the form.

SAS Solution for Regulatory Capital: Help Center

Previous Versions

6.1

Prior to content release v11.2020, SAS Solution for Regulatory Capital was called SAS® Regulatory Risk Management.

SAS Regulatory Risk Management 6.1

SAS Regulatory Risk Management (Release 6.1 in 2017 and onwards) is delivered as a content release that runs on top of SAS Infrastructure for Risk Management. SAS Regulatory Risk Management calculates risk-weighted assets (RWA) and other Basel-III Own Funds measures. In addition, the European regulatory driven reporting (of RWA and other Own Funds measures) is done using SAS Regulatory Content for EBA Taxonomies. This content package runs on top of SAS Risk and Finance Workbench.

System Requirements - SAS Regulatory Risk Management 6.1

SAS Regulatory Risk Management includes the following content releases:

SAS Regulatory Risk Management Content
SAS Regulatory Content for EBA Taxonomies

For information about the most current content release and its documentation, see the SAS Regulatory Risk Management Content page.

5.X

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

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

SAS Regulatory Risk Management 5.2

SAS Regulatory Risk Management 5.2: User's Guide, Third Edition
SAS Regulatory Risk Management 5.2: Administrator's Guide, Third Edition
SAS Regulatory Risk Management 5.2: Upgrade and Migration Guide, Second Edition
SAS Regulatory Risk Management 5.2: Data Reference Guide, Third Edition

4.X

The documentation for SAS Regulatory Risk Management is provided on a secure site that requires a user ID and password.

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 4.8