SAS® Asset and Liability Management (on SAS® 9.x)

Assess and model risk through predefined workflows that use risk engines and SAS reporting capabilities. SAS Asset and Liability Management provides an integrated framework for instrument pricing and advanced financial analyses. It enables valuation of traditional balance-sheet instruments; assesses fund transfer rates and calculates economic value; performs advanced analysis across risk types, stress testing and modeling of liquidity risk, net interest income, and economic value; and creates regulatory reports for liquidity coverage ratios, net stable funding ratios and cash flow mismatches.

The most recent release is SAS Asset and Liability Management (on SAS® 9.x) 5.3.

What’s New

SAS Asset and Liability Management 5.3 has the following changes and enhancements:

  • EBA liquidity regulation supports EBA Taxonomy 3.0
  •  Amortization scheme for loans contracted using credit cards is supported
  • Capability to define caps and floors for deposits
  • Additional data tables support residual value amount
  • A fixed spread can be configured as a risk factor that can be shocked in scenarios
  • Accrued interest can be generated per position, per market state, per evaluation date, and per time bucket

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Documentation

Find user's guides and other technical documentation for SAS Asset and Liability Management (on SAS® 9.x).


SAS Asset and Liability Management (on SAS® 9.x)

SAS Asset and Liability Management (on SAS® 9.x) 5.3 is delivered as a content release that runs on top of SAS Risk Stratum. You can download the most current SAS Asset and Liability Management (on SAS® 9.x) content release at SAS Downloads.

Documentation for SAS Asset and Liability Management (on SAS® 9.x) is provided within the solution content package.

Additional documentation for SAS Asset and Liability Management (on SAS® 9.x) is provided on a secure site that requires an access key. Licensed customers can request the key from SAS Technical Support. Be sure to provide the SAS Site Number for your SAS Risk Management software license along with your request.

SAS Asset and Liability Management 5.3: Help Center

System Requirements

Related Documentation


Previous Versions

5.X

SAS Asset and Liability Management 5.2, 5.1.2 and 5.1 are delivered as a content release that runs on top of SAS Risk Stratum. You can download the most current SAS Asset and Liability Management content release at SAS Downloads.

Documentation for SAS Asset and Liability Management is provided within the solution content package.

Additional documentation for SAS Asset and Liability Management is provided on a secure site that requires an access key. Licensed customers can request the key from SAS Technical Support. Be sure to provide the SAS Site Number for your SAS Risk Management software license along with your request.

SAS Asset and Liability Management 5.2: Help Center

SAS Asset and Liability Management 5.1.2: Help Center

SAS Asset and Liability Management 5.1: Help Center

System Requirements

The documentation below is provided on a secure site that requires a user ID and password. Licensed customers may request the user ID and password from SAS Technical Support. To expedite your request, please include SAS Asset and Liability Management in the subject field of the form.

SAS Asset and Liability Management

  • Data Dictionary
  • Data Model

Related Documentation

4.X

SAS Asset and Liability Management (Release 4.1 in 2017 and later) is delivered as a content release that runs on top of SAS Risk Stratum. You can download the most current SAS Asset and Liability Management content release at SAS Downloads.

Documentation for SAS Asset and Liability Management is provided within the solution content package.

Additional documentation for SAS Asset and Liability Management is provided on a secure site that requires an access key. Licensed customers can request the key from SAS Technical Support. Be sure to provide the SAS Site Number for your SAS Risk Management software license along with your request.

SAS Asset and Liability Management 4.1: Help Center

System Requirements

The documentation below is provided on a secure site that requires a user ID and password. Licensed customers may request the user ID and password from SAS Technical Support. To expedite your request, please include SAS Asset and Liability Management in the subject field of the form.

SAS Asset and Liability Management

  • Data Dictionary
  • Data Model

Related Documentation

Software Downloads

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