New Features in ALM Q4 2024
NEW FEATURES in ALM
Check out these new features and what they mean for you.
Risk Factor Manager (RFM) integration
SAS Risk Factor Manager is a common risk solution component to define, visualize, and manipulate the attributes of risk factors that are used in scenario analyses. SAS Risk Factor Manager also serves as a repository for market data and other input data for the risk factors, as well as for user-defined or imported scenarios. The ALM solution users can synchronize risk factor and market data with RFM and use the scenarios (and shocks) as well as risk factor sets in RFM in analysis runs. Learn more.
Solution update to use Kamakura Risk Manager (KRM) 11.0
The calculation engine has bee upgraded to version 11.0. This release includes improvements in process and performance and new features, including database table updates, to address functionality enhancement and other improvements. For more details and internal resources, please refer to the full release notes. Learn more.
SPOTLIGHT USE CASE
Scenario based analysis
Market volatility, margin pressure and ever-changing customer behavior has meant that scenario-based analysis is crucial for managing uncertainties and preparing for potential challenges.
The integration with SAS Risk Factor Manager will allow users to perform scenario-based analysis to:
• Identify and mitigate risks through ""what-if"" scenarios, helping them anticipate risks and create contingency plans.
• Improve decision-making by examining various outcomes under different conditions.
• Assess how they perform under extreme conditions (i.e. stress tests), ensuring resilience and stability.
