SAS® Asset and Liability Management Standard

SAS Asset and Liability Management Standard (on SAS 9.x) is an integrated solution for data management, cash flow generation, liquidity risk management, asset and liability management analysis, market and credit risk analytics, stress testing, and reporting. The solution provides extensive standard and advanced analytics for interest rate risk, earnings risk, economic value of equity, funds transfer pricing, and liquidity risk management, including regulatory Interest Rate Risk on Banking Book (IRRBB), Basel Liquidity Coverage Ratio (LCR), and Basel Net Stable Funding Ratio (NSFR)*.

The solution includes the following out-of-the-box capabilities:

  • yield curve and Option Adjusted Spread (OAS) analytics
  • credit and behavioral modeling (for example, PD, LGD, and prepayment as well as non-maturity deposit)
  • contractual and behavioral cash flow generation and valuations (market and fair) for extensive instrument (product) coverage
  • multi-period balance sheet dynamics for stress testing and simulations including scenario-based run-off, roll-over and reinvestment as well as new volume generation capabilities

*Some available analytics are subject to license constraints.

Documentation

Find user's guides and other technical documentation for SAS Asset and Liability Management Standard.


The documentation for SAS Asset and Liability Management Standard 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. In order to expedite your request, please include SAS Asset and Liability Management Standard in the subject field of the form. 


Previous Versions

6.2

The documentation for SAS Asset and Liability Management Standard 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. In order to expedite your request, please include SAS Asset and Liability Management Standard in the subject field of the form. 

SAS Asset and Liability Management Standard 6.2: Help Center

System Requirements

6.1

The documentation for SAS Asset and Liability Management Standard 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. In order to expedite your request, please include SAS Asset and Liability Management Standard in the subject field of the form. 

SAS Asset and Liability Management Standard 6.1: Help Center

System Requirements