SAS Kamakura Risk Manager provides comprehensive risk management solutions, integrating advanced analytics and stress testing. It enhances decision-making, supports regulatory compliance, and optimizes financial performance through accurate risk assessment and mitigation.
Vendor
SAS
Company Website
Run transaction-level valuation, income simulation, liquidity stress testing, cash flow analysis, credit-adjusted economic capital adequacy assessment, and regulatory/accounting reporting – all in a single, integrated ALM solution.
Efficiently manage your ALM process.
An intuitive dashboard lets you quickly configure runs and view analysis history.
Uncover insights through rich data analysis.
View both inputs and outputs on a single screen. You can generate graphic or tabular output reports or drill into the raw data stored in the database.
Understand and effectively communicate results.
View predefined or custom reports in graphical and tabular format.
Key features
Rich capabilities support tighter integration between risk and finance. Make better, more responsive business decisions, and operate more efficiently.
Asset liability management
Provides extensive standard and advanced analytics for interest rate risk, earnings risk, economic value of equity and liquidity risk management.
Market risk management
Covers a wide range of trading book and banking book products with advanced out-of-box methodologies. Advanced market risk capabilities enable you to conduct scenario, sensitivity and simulation analyses.
Credit analytics
Addresses portfolio credit risk analytics for both Basel and ICAAP with its research-leading credit risk methodology. It also covers credit value adjustment (CVA) requirements.
Funds transfer pricing
Provides funds transfer pricing rate calculation and forecasting capability to help measure risk-adjusted performance.
Regulatory liquidity risk
Calculate and forecast Basel liquidity coverage ratio (LCR) and net stable funding ratio (NSFR).
Regulatory interest rate risk
Addresses both standardized framework (SF) and internal modeling approaches, as per regulatory requirements for interest rate risk in the banking book (IRRBB).
Regulatory market risk
Supports both standardized and internal modeling methods for Basel minimal capital requirement for market risk (e.g., fundamental review of the trading book).
Fair value credit loss
Complements existing SAS offerings for IFRS 9 and CECL in the areas of fair valuation, effective interest rate calculation and hedge effectiveness analysis.