topic Re: Scenario SAS10007 functionality in SAS Anti Money Laundering Solution in Fraud, AML and Security Intelligence

Scenario SAS10007 functionality in SAS Anti Money Laundering Solution

manishiiita — Wed, 14 Dec 2016 07:15:11 GMT

In SAS Anti Money Laundering Solution, there is an out-of-box scenario SAS10007. In this scenario, structuring index is defined using some set of calculations as below:

p10007_curr_index = (p10007_x**2 * p10007_y**1.9)/((20000 - p10007_x)**1.6 * (p10007_z**1.4));

What is the business logic behind the same? In standard version, the parameter p10007_structure_index was configured as '20'. How should it be tuned to get better results for this scenario?

Re: Scenario SAS10007 functionality in SAS Anti Money Laundering Solution

Patrick — Mon, 19 Dec 2016 00:50:31 GMT

Which AML version are you talking about?

The business logic for the scenario parameters is documented in the Scenanrio Admin Guide. I can't find a pararameter p10007_curr_index documented.

Should such a parameter exists in the actual OOTB scenario code then I'd suggest you contact SAS TechSupport as this would be a documentation defect.

As for scenario tuning: That's something which always needs to happen onsite in some sort of discovery environment as what's "right" really depends on the actual data.

Re: Scenario SAS10007 functionality in SAS Anti Money Laundering Solution

manishiiita — Tue, 20 Dec 2016 14:50:35 GMT

Thanks @Patrick for your response. At parameter level, it is given as p10007_structure_index (snip from scenario admin guide attached above) and this parameter is compared with p10007_curr_index calculated at code level using the formula given in question. Actually, it's a very lengthy calculation and I haven't found any information for purpose/business meaning of doing such a lengthy calculation. Can you please help me with that else I will refer to SAS Support (as suggested by you).

Re: Scenario SAS10007 functionality in SAS Anti Money Laundering Solution

Patrick — Wed, 21 Dec 2016 01:25:25 GMT

I don't know more about this scenario and don't have more information than you do. If you can't make sense of the logic used then yes, contact SAS Tech Support.

Re: Scenario SAS10007 functionality in SAS Anti Money Laundering Solution

MG18 — Wed, 07 Nov 2018 14:09:47 GMT

Hi @manishiiita @Patrick @Alzak12,

What are the values of the below parameters which getting used in the calculation of the Risk Factor in Scenario Source code :-

p10007_x
p10007_y
p10007_z

Please let me know is there way to calculate the Risk factor for party using AML DB tables.

Many thanks in advance.

Re: Scenario SAS10007 functionality in SAS Anti Money Laundering Solution

manishiiita — Wed, 07 Nov 2018 17:22:49 GMT

Hi @MG18, in scenario SAS10007, there is not any risk factor calculation as you have asked. It calculates an index (structuring factor index) and compares with p10007_structure_index parameter. p10007_x, p10007_y & p10007_z are not any constant parameters. These are variables used in calculation of structuring factor index.

If you want to calculate structuring factor index for any customer, there is no ready made utility available. Please go through documentation (my attachment above and Scenario guide) and build understanding then try to calculate. It will be lengthy and time taking. Hope this will be helpful.