NEW FEATURES in Credit Loss Check out these new features and what they mean for you.   Individual Provisioning Framework Our SAS Allowance for Credit Loss customers are already enjoying the enhanced Individual Provisioning framework. The process combines interactive expert opinion inputs and automated analytics while applying a fully governed workflow for approvals. This tool was improved during the last quarter.   Post-Model Adjustments SAS continues keeping up-to-date and expanding capabilities related to post-model adjustments. Customers can choose among various types of highly governed adjustments adapted to multiple situations and management decision approaches. It includes adjustments based on rules, cell-based, Q-Factor questionnaires and individual adjustments. All the adjustments remain fully governed, reusable and revertible while allowing a necessary level of interactivity. In the last quarter SAS has improved user's experience while working with cell-based adjustments: the interactive tool allowing to visualize and adjust aggregated model results. For further details on these exciting updates and many others please refer to What's new documentation of SAS Allowance for Credit Loss, SAS Expected Credit Loss or contact your SAS representative.     ... View more

Join us for an exclusive webinar where we’ll show you how to elevate your credit risk stress testing from a compliance necessity to a strategic asset.   Our experts will walk you through how to:   Streamline workflows with centralized data, automation, and seamless collaboration. Gain actionable insights using powerful analytics, interactive dashboards, and customizable reports. Ensure compliance with confidence through built-in regulatory alignment and audit-ready reporting. Whether you're looking to accelerate decision-making, improve operational efficiency, or stay ahead of evolving regulations, this session will equip you with the tools and strategies to lead with confidence. Date: 29 July 2025 Time: 1pm BST/8am ET/5:30pm IST   Register HERE ... View more

NEW FEATURES in MRM Check out these new features and what they mean for you.   Privacy Status When a model is associated with data from Information Catalog, we can now retrieve information about that data's privacy status, which can help model owners to rate the models themselves. This will be especially important for machine learning models Learn more. New Policy Object MRM will now be able to track internal and external policies. This will allow a policy to be associated with an action plan or a model etc. during that models lifespan. Coming soon will be policy exceptions to track any changes to those policies.    TIP OF THE MONTH MRM & Risk Modelling Integration Risk Modelling customers that also own MRM can now share the models being developed into MRM when they are ready for governing! Learn more.   ... View more

NEW FEATURES in ALM Check out these new features and what they mean for you.   Enhancement to the Calculation Monitor The Calculation Monitor now includes the Engine Servers tab, which shows real-time information about the servers that can run engine jobs such as: overall condition, number of jobs running, memory and CPU usage. Learn more.     Limit Monitoring The IRRBB workflow now includes a new task that enables you to identify any metrics that exceed a threshold (breach). The Run Limit Check task identifies breaches, which occur when any metrics exceed a user-defined threshold. When a breach occurs, a finding is created to document the breach. User can then review limit monitoring findings and create action plans based on those findings to mitigate the breach. Learn more.           EBA IRRBB - IMS and SA The solution is functionally ready to deliver the calculations required by the European regulation written by the European Banking Authority (EBA) for the management of the Interest Rate Risk in the Banking Book (IRRBB) for (i) the Internal Measurement System (IMS) and (ii) the Standardized Approach (SA). Learn more.     SPOTLIGHT USE CASE Since September 2024, financial institutions having a legal entity or activities in Europe need to report to the EBA on their IRRBB calculations results. Depending on the size and complexity of a financial institution, the IRRBB calculations need to be done according to either the IMS, SA, or Simplified-SA approach. The SAS ALM solution, being a very advanced ALM solution, enabling sophisticated modelling of a banking book and of its potential evolution, provides the calculations for the two more advanced approaches: IMS and SA. The SAS ALM IRRBB analysis provides output datasets containing all the data needed to populate the EBA J01, J02, J05, and J08 reports in the case the IMS approach is chosen, and output datasets containing all the data needed to populate the EBA J01, J03, J06 and J09 reports in the case the SA approach is chosen.     ... View more

In today’s fast-paced landscape, risk professionals need smarter, faster and more agile solutions. Join us on May 15 for a live webinar to discover how modern tools can help you build better models, streamline deployment and enhance decision strategies – while maintaining robust governance and minimizing recoding.  We’ll walk through practical, hands-on techniques to: Refine variables using interactive grouping. Compare modeling pipelines in SAS and Python using low-code tools. Deploy models faster and with greater accuracy. Monitor performance and receive early alerts with a unified governance framework. Integrate models with advanced rules and segmentation for smarter decisions. Whether you’re a risk analyst or a team leader, you’ll walk away with real-world strategies to modernize your modeling approach – and drive results. Secure your spot today!   Date: Thursday, May 15 Time: 1 pm BST | 8 am ET | 5:30 pm IST Cost: Complimentary Register Now!  ... View more

NEW FEATURES in MRM Check out these new features and what they mean for you.   Performance Monitoring Updates In Q1 we saw the completion of some amplifications made to the performance monitoring process. These changes included increasing the data allowed as input in the back testing results, which will allow more robust reporting. Each KPI is now assessed separately per model during the monitoring process to allow for trend tables over historical time periods. Learn more.       Feature Branches In MRM implementations, there are often multiple consultants working on different features at the same time. Because these are sometimes incremental changes, we needed a way to allow for pushing some features while waiting on others to be completed. Now customers can have custom branches similar to how developers on the solution do, in order to roll out features at different times. Learn more.   New MRM Reports Work Completed in Q1 on a revamp of our OOTB Reporting Dashboards. The dashboards now include model tags, advanced filtering and are now in line with SAS UX standards for layout and coloring etc. Learn more.     SPOTLIGHT USE CASE Updated AI Governance Metrics New from the very end of 2024, early 2025, MRM now has updated several metrics to align with the way we govern our AI models. These changes include an new assessment of a model candidate to determine if a model qualifies as an AI Model. We also have provided OOTB a sample AI model risk assessment based on the EU AI Act. The great thing is customers can create their own assessments easily based on their own local AI regulations!   TIP OF THE MONTH Load Data Scripts ... View more

NEW FEATURES in ALM Check out these new features and what they mean for you.   Updates to the Navigation Menu The navigation menu has been updated to provide easier access to solution functions. This update includes changes to the labels, and the ordering and grouping of items. Learn more.     New content for SAS Funds Transfer Pricing The FTP sample data has been extended to the calculation of FTP rate adjustments at the transaction level. Adjustment rates are fully configurable by the user. The sample data is providing example on liquidity spreads :term premium (LTP), contingency and stable funding.The FTP sample data has been extended to the calculation of FTP rate adjustments at the transaction level. Adjustments rate are fully configurable by the user. The sample data is providing example on liquidity spreads :Term Premium (LTP), Contingency and stable funding. Learn more.     New content for EBA Regulatory Liquidity Risk The solution is now functionally ready to deliver EBA Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR) , Additional Liquidity Monitoring Metrics (ALMM) and Asset Encumbrance (AE) reporting datasets. The portfolio positions valuation, the generation of the cashflows and their bucketing for the purpose of those reports are done in the Viya solution by the underlying KRM engine. It also includes classification and aggregation processes based on the output of the pricing done by the KRM engine. Learn more.   SPOTLIGHT USE CASE EBA Regulatory Liquidity Risk The European Banking Authority (EBA) introduced several mandates around Liquidity Risk (LCR, NSFR, ALMM, AE, etc.…) as part of the Basel III framework to address vulnerabilities exposed during the 2008 financial crisis. The crisis revealed that many financial institutions lacked sufficient liquid assets to withstand periods of financial stress, leading to severe liquidity shortages and systemic risks. Effective liquidity management is essential to mitigate these risks, ensuring sufficient reserves or contingency plans are in place to weather financial disruptions. Historical cases like Silicon Valley Bank, Northern Rock, and Lehman Brothers showcase how liquidity risks can lead to major financial instability. SAS Regulatory Liquidity Risk now contains out-of-the-box content to value your portfolio positions, generate the cashflows and their bucketing for the purpose of those reports and includes classification and aggregation processes. All is orchestrated in a dedicated workflow for governance and audit purposes.   TIP OF THE MONTH Analyzing Large Portfolios When you run risk analyses with large portfolios using SAS Asset and Liability Management, you must have sufficiently large cloud memory resources available for use. If your memory resources are insufficient, your analyses might fail to run. Learn more.   ... View more

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.     ... View more