Description

SAS Regulatory Risk Management is a risk and compliance management solution designed for governance, risk, and compliance (GRC) managers. It enables users to archive data and intermediate calculation steps, implement varying interpretations of Basel II and Basel III guidelines across multiple jurisdictions, adapt to changing regulatory requirements, calculate regulatory capital for credit and credit valuation adjustment (CVA) risk, collect and store bank-wide portfolio and counterparty data, and define business rules for data cleansing, validation, and transformations. Features include integrated data aggregation, reporting capability, credit portfolio risk assessment processes, valuation models, and user-defined pricing.