SAS Stress Testing Solution suite

The packet of SAS Stress Testing Solution suite of SAS company allows to create and analyze any a stress scenario, combining management tools given, modeling and the reporting, helping financial institutions to compare the different strategy of capital management and to increase quality of the accepted business solutions.

With toughening of regulatory requirements for most financial institutions stress testing became compulsory procedure at capital adequacy assessment for a covering of different types of risks. The solution package for stress testing guarantees coordination and transparency of all process of stress testing against SAS, consolidates data of risks and finance and allows both to conform to requirements of the regulator, and to estimate influence of spontaneous scenarios, connected including with changes of geopolitical, economic or market situation.

The solution package of SAS Stress Testing Solution suite incorporated practices of SAS in the area risk management: it includes three components – SAS Stress Testing Workbench, SAS Risk Modeling Workbench and SAS Model Implementation Platform.

SAS Stress Testing Workbench is a unified environment which allows to manage effectively all process of stress testing, including to work with data and to visualize the results connected with risks and finance in a transparent and effective form. At the same time analysts manage processes of stress testing through the centralized hub using the web interface. They can study and investigate models, aggregate results, integrate data sources and apply regulatory, business and other rules for creation of the different reporting. The interface and settings differ in controllability, transparency and reproducibility.

SAS Risk Modeling Workbench allows banks to create econometric models, at the same time both models, and development process conform to requirements imposed by the regulator. Using the visual environment of analytics can develop, validate and calibrate the stress testings created risk model for the subsequent creation of scenarios.

SAS Model Implementation Platform automates application of the developed models, providing ample opportunities on their replication. The solution works based on SAS High‐Performance Risk engine thanks to what integration of a broad spectrum risk models is reached.