SAS Credit Risk Management for Banking

SAS Credit Risk Management for Banking is the module of calculation of RWA, Risk Weighted Assets, i.e. the assets weighed on risk – gives the chance to bank precisely to estimate risk of possible losses on the credit: both at the level of the partner, and at the level of the loan portfolio.

He allows to calculate the amount of minimum sufficient capital on the basis of all 3 approaches of the Basel accord, to apply the scenario analysis and stress testing, to determine the value of the accepted and potential risk, to optimize capital allocation and to maximize income from investments in risk management.