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SAS Credit Risk Management for Banking 4.2 Overview Disclosure Number: IPCOM000243362D
Original Publication Date: 2006-Dec-31
Included in the Prior Art Database: 2015-Sep-19

Publishing Venue

SAS Institute Inc.

This text was extracted from a PDF file.
This is the abbreviated version, containing approximately 20% of the total text.

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SAS®Credit Risk Management for Banking 4.2


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The correct bibliographic citation for this manual is as follows: SAS Institute Inc. 2006. SAS ® Credit Risk Management for Banking 4.2: Overview. Cary, NC: SAS Institute Inc.

SAS® Credit Risk Management for Banking 4.2: Overview

Copyright © 2006, SAS Institute Inc., Cary, NC, USA

All rights reserved. Produced in the United States of America.

For a hard-copy book: No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, or otherwise, without the prior written permission of the publisher, SAS Institute Inc.

For a Web download or e-book: Your use of this publication shall be governed by the terms established by the vendor at the time you acquire this publication.

U.S. Government Restricted Rights Notice. Use, duplication, or disclosure of this software and related documentation by the U.S. government is subject to the Agreement with SAS Institute and the restrictions set forth in FAR 52.227-19 Commercial Computer Software-Restricted Rights (June 1987).

SAS Institute Inc., SAS Campus Drive, Cary, North Carolina 27513.
1st printing, June 2006
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Chapter 1

Overview of SAS Credit Risk

Management for Banking


SAS Credit Risk Management for Banking is a complete end-to-end application for measuring, exploring, managing, and reporting credit risk. SAS Credit Risk Management for Banking integrates data access, mapping, enrichment, and aggrega- tion with advanced analytics and fLexible reporting, all in an open, extensible, client- server framework.

SAS Credit Risk Management for Banking enables you to perform the following tasks:

Access and aggregate credit risk data across disparate operating systems and sources.

Seamlessly integrate credit scoring/internal rating with credit portfolio risk as- sessment.

Accurately measure, monitor, and report potential credit risk exposures within entities of an organization and aggregated across the entire organization, both on the counterpart level and the portfolio level.

Evaluate alternative strategies for pricing, hedging or transferring credit risk.

Optimize the allocation of credit risk mitigants or assign the mitigants to lower the regulatory capital requirement.

Optimize the allocation of regu...