SAS® Solution for Regulatory Capital


Compute regulatory capital measures with a single, end-to-end risk management environment. SAS Solution for Regulatory Capital computes and reports the regulatory credit risk measures of a bank portfolio under the Basel II, Basel III, and Basel IV standards. It optimizes the allocation of credit risk mitigants while computing the credit risk measures.

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

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

The most recent release is SAS Solution for Regulatory Capital v11.2020.

Prior to content release v11.2020, this product is called SAS® Regulatory Risk Management.

What’s New

SAS Solution for Regulatory Capital now runs as a content release on the SAS Risk Stratum platform.

As part of SAS Risk Stratum, SAS Infrastructure for Risk Management provides a high-performance job execution engine with a web-based user interface and programming interfaces. 

The solutions that run on SAS Risk Stratum share the same architecture and layout. However, the calculation content that each solution delivers is different.

For more information about features of the most current content release and for instructions to download the content package, see SAS Solution for Regulatory Capital v11.2020.

Documentation

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


SAS Solution for Regulatory Capital

The documentation for SAS Solution for Regulatory Capital is provided on a secure site that requires a user ID and password, 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.


Previous Versions

6.1

Prior to November 2020, SAS Solution for Regulatory Capital was named 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

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.

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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