SAS® Regulatory Risk Management

Manage regulatory risk with a single, end-to-end risk management environment. SAS Regulatory Risk Management measures and reports the regulatory credit risk of a bank portfolio. It helps optimize the allocation of credit risk mitigants while computing the credit risk measures. It lets a bank configure all regulatory parameters and options that drive the calculations, and it supports multiple configuration sets. When combined with SAS Credit Scoring, the technology helps banks estimate portfolio credit risk and enables them to seamlessly compute credit risk parameters and credit risk capital charges.  The solution has a flexible reporting framework, which enables you to build customized reports at any level of summarization that you need by using SAS® Visual Analytics or SAS® Web Report Studio and other SAS Business Intelligence tools.

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The most recent release is SAS Regulatory Risk Management 6.1.

What’s New

SAS Regulatory Risk Management 6.1 is a major release of SAS Regulatory Risk Management on the SAS Infrastructure for Risk Management execution platform. The release is also shipped with SAS® Risk and Finance Workbench with a process flow template that regulatory analysts can use to launch and track all tasks in a regulatory calculation and report submission cycle. The functional features of previous releases (Credit Risk Measures, Credit Valuation Adjustment (CVA) Capital Charge and Large Exposure Measures) will be calculated as before for all approaches and exposure classes.

SAS Infrastructure for Risk Management has a parallel job execution environment with its own user interface. All processing code from previous versions of SAS Regulatory Risk Management has been now converted to a sequence of processing nodes. SAS Regulatory Risk Management on SAS Infrastructure for Risk Management has the following features:

  • Full traceability of processing: The process flows are traceable and auditable. All processing steps are documented in a clickable online format. 
  • Interactivity and support for "What-If?": Certain input data sets at processing nodes are editable and can be modified to change the parameters of a calculation run.
  • Exposure-level results and diagnostics: Key result data sets for risk-weighted assets (RWA) processing, Large Exposures, and CVA and Diagnostic data sets are available in the SAS Infrastructure for Risk Management "results" area.
  • Faster execution: SAS Regulatory Risk Management processing nodes can be run in parallel in this release, leading to up-to 50% reduction in processing time for a typical large portfolio.

A regulatory analyst can now use SAS Risk and Finance Workbench to launch the tasks that are involved in a typical regulatory calculation and report submission cycle:

  • Orchestrate job flows for regulatory calculations and preparation of regulatory reporting data.
  • Create report packages for submission.
  • Generate Microsoft Excel, HTML and XBRL versions of the report based on a regulator-supplied data point model.
  • Run validation rules (typically, regulatory validation rules) and provide notification of validation failures.
  • Enable users to manually add cell-level data or override cell-level data.
  • Generate the submission XBRL instances.

For several CoRep RWA reports, there is full backward integration between SAS Risk and Finance Workbench, the reporting module and SAS Regulatory Risk Management.

Documentation

Find user's guides and other technical documentation for 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.

 

SAS Regulatory Risk Management includes the following content releases:

  • SAS Regulatory Risk Management Content
  • SAS Regulatory Content for EBA Taxonomies
  • SAS Regulatory Content for AnaCredit

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


Previous Versions

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.

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 4.8

Previous releases of SAS Regulatory Risk Management were named SAS Credit Risk Management for Banking.

  • SAS Credit Risk Management for Banking 4.8: Administrator's Guide, Second Edition
  • SAS Credit Risk Management for Banking 4.8: Data Dictionary, Second Edition
  • SAS Credit Risk Management for Banking 4.8: Data Model, Second Edition
  • SAS Credit Risk Management for Banking 4.8: User's Guide, Second Edition

SAS Regulatory Risk Management 4.61

Previous releases of SAS Regulatory Risk Management were named SAS Credit Risk Management for Banking.

  • SAS Credit Risk Management for Banking 4.61: User's Guide, Second Edition

SAS Regulatory Risk Management 4.6

Previous releases of SAS Regulatory Risk Management were named SAS Credit Risk Management for Banking.

  • SAS Credit Risk Management for Banking 4.6: Administrator's Guide, Second Edition
  • SAS Credit Risk Management for Banking 4.6: Data Dictionary
  • SAS Credit Risk Management for Banking 4.6: Data Model
  • SAS Credit Risk Management for Banking 4.6: User's Guide, Second Edition

SAS Regulatory Risk Management 4.5

Previous releases of SAS Regulatory Risk Management were named SAS Credit Risk Management for Banking.

  • SAS Credit Risk Management for Banking 4.5 Installation Guide PDF  

SAS Regulatory Risk Management 4.2

Previous releases of SAS Regulatory Risk Management were named SAS Credit Risk Management for Banking.

  • SAS Credit Risk Management for Banking 4.2: Pre-Installation Tasks PDF
  • SAS Credit Risk Management for Banking 4.2: Post-Installation Tasks PDF
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