Description

SAS Risk Engine is a risk management solution designed for business and operational managers. It enables users to calculate risk measures with a variety of models, change and rerun scenarios on different parameters, manage incremental exposures based on the distribution of market states, simultaneously handle correlated positions, overlapping constraints, and market states relative to market shocks, asset or currency depreciation, and funding shortages, and add new pricing functions and risk factors. Features include stress testing, scenario analysis, risk assessment, integration with SAS Event Stream Processing, data visualization, and what-if analysis.