NEW FEATURES in ALM
Check out these new features and what they mean for you.
SAS Funds Transfer Pricing as a stand alone solution
SAS Funds Transfer Pricing (FTP) has always been an independent, licensable solution. Its independence is now more apparent. With a dedicated UI and fully separated execution flows, FTP is now clearly surfaced outside of SAS ALM, offering cleaner functional boundaries, streamlined navigation, and a more intuitive, resilient experience for managing FTP processes end to end.
UI General enhancements
The user interface has been updated to improve field placement and consistency across the pricing script parameter screens for a better user experience. The following script parameter UIs were updated:
- IRRBB
- Template ALM Calculation
- MarketValuation-BEP
- EBA IRRBB IMS Portfolio Pricing
- EBA IRRBB SA Portfolio Pricing
- EBA Liquidity Portfolio Pricing
- FTP Rate Calculations
New Promotion Automation UI for Administrators
A new Promotion page in SAS ALM simplifies moving cycle artifacts across environments (for example from TEST to PROD).
SAS Regulatory Liquidity Risk - Transaction Level output details for the EBA Liquidity Analysis
It is now possible to have deeper insight and understand single transactions impact on EBA Liquidity reporting cells: we’ve introduced new parameters that enable transaction level output data
The reports in scope for this new feature are:
o LCR C72, C73, C74, C75 and C76
o NSFR C80, C81, C82, C83 and C84
o ALMM C66
The new output tables – one for the LCR reports, one for the NSFR reports, and one for the ALMM C66 report - allow for seeing which cell(s) of which report(s) are impacted by a given transaction, and for seeing which transaction level measure is impacting a reporting cell.
Learn more.