SAS聽Credit聽Risk聽Management聽for聽Banking聽 发表评论(0) 编辑词条

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 – 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 – 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.

功能:
访问不同系统和来源的信贷资料。
无缝集成的信用评分/组合的信贷风险评估内部评级。
准确地预测，衡量，监测和报告两个对手和潜在信贷组合的水平在整个组织的风险敞口，允许无缝集成信贷信用风险评分。
评估定价替代战略，对冲或转移信贷风险。
迎接报告,监管机构和投资者的风险披露的法规，如各种新巴塞尔协议的要求。
负责管理贷款的整个生命周期-从起源，到服务。
特征：
准确的风险计算和灵活的报告
开放的，可扩展的环境，完整的零售信用评分功能，企业信用评级和信用投资组合风险管理。
强大的风险引擎 ，提供深入的建模和分析市场的发展能力，必要的恰当区分经济资本模型。
灵活地预测未来的建模方法和规章的变化。
完全透明和可审计性 ，便于监督审查，评级机构和监管机构-由巴塞尔协议和其他规章要求。
可以帮助您分析并确定最佳行动方针。
集成的企业范围的风险管理环境 ，提供了各类风险的综合视图（信用风险，市场，对手和流动性），以帮助您维护盈利能力和公司的健康。