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