SAS® Asset and Liability Management

Manage both interest rate and funding liquidity risk with this cloud-native risk management solution ecosystem built on – and fully integrated with – the SAS® Viya® analytics platform. SAS Asset and Liability Management generates both contractual and behavioral (interest and capital) cash flows for a large set of interest-bearing accounts and instruments. It can also value the most common non-interest-bearing instruments and a series of stress scenarios on the market or behavioral risk factors.

The most recent release is SAS Asset and Liability Management in SAS Viya.

What’s New

  • Analyze and project liquidity gaps under different market risk factors using behavioral or dynamic scenarios.
  • Analyze and project funding concentrations and liquidity buffer size under different market risk factors using behavioral or dynamic scenarios.
  • Gain a quantitative overview and analysis of current and projected levels of asset encumbrance, including details of encumbered and unencumbered assets that can be used for generating liquidity.
  • Find the optimal allocation of a small set of manageable assets to minimize the gap of cash flows between assets and liabilities.

Documentation

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