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SAS Credit Risk Management for Banking  (0)

Benefits
• Access and aggregate credit data across disparate systems and sources.
• Accurately forecast, measure, monitor and report potential credit risk exposures across the entire organization on both counterparty and portfolio levels, allowing seamless integration of credit scoring with credit risk.
• Evaluate alternative strategies for pricing, hedging or transferring credit risk.
• Optimize allocation of regulatory capital and economic capital.
• Meet the reporting and risk disclosure requirements of regulators and investors for a wide variety of regulations such as Basel II.
• Manage the entire lifecycle of a loan C from origination, to servicing, to collection/recovery.

Features
• Applies SAS' advanced statistical techniques to your own proprietary credit data, enabling you to perform more accurate credit risk assessments.
• Supports a wide range of modeling techniques C classification trees, neural networks, time-series modeling, etc.
• Generates highly accurate credit loss forecasts by developing complex roll rate models, predicting delinquencies and performing vintage curve analysis.
Accurate risk calculations and flexible reporting
• Quickly and accurately calculates current and potential risk exposures ?probability of default, exposure at default, credit migration, regulatory capital, risk weighted assets, credit value at risk (CVaR) and economic capital.
• Enables improved credit loss forecasting, implementation of appropriate hedging strategies, improved capital allocation and maximized return from risk management investments.
• Lets you conduct stress tests, perform mark-to-market calculations, model risk factors, run Monte Carlo simulations and explore multiple scenarios.
• Lets you view, validate, audit and customize every step of the process as needed.
• Provides flexible reporting capabilities, with customizable templates that enable reports to be published to a Web portal or shared via e-mail or wireless devices.
An open, flexible and extensible framework
• Extends the value of existing operational systems and applications by allowing you to access data from any source and customize any risk management methodology based on your requirements.
• Creates a foundation for effective credit risk management that takes advantage of your existing technology investments.

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