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SAS Risk Management for Investments from SAS
Offers comprehensive analytics for managing asset and liability risks, scenarios, and predictive models, helping organizations make informed investment decisions.
Product analysis by function
Asset-Liability Management Tools for Pension and Investment Management
Specialized software that analyzes and optimizes the relationship between pension liabilities and investment assets, helping to ensure long-term funding adequacy.
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Data Integration & Aggregation
(13 Yes /13 Known /14 Possible features)
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Multi-source Data Import Supports data extraction from diverse sources (custodians, banks, spreadsheets). |
SAS Risk Management for Investments supports extraction from diverse sources such as custodians, banks, and spreadsheets; data connectivity and integration are highlighted in product materials. | |
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Real-time Data Feeds Ability to ingest data in real-time or near real-time. |
Described as supporting real-time and near real-time risk/data feeds for market and asset analytics. | |
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Automated Data Reconciliation Automates matching and verification for data integrity. |
Offers automated reconciliation and integrity checks as part of audit/compliance in the risk workflow. | |
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Flexible Data Mapping Allows dynamic mapping of external data fields to internal system fields. |
Allows users to map/import data flexibly per system field mapping documentation. | |
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Historical Data Storage Maintains comprehensive archives for trend analysis and compliance. |
Compliance and trend analysis features indicate maintenance of historical data archives. | |
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Custom Data Transformation Supports bespoke transformation or calculation during integration. |
Documented support for bespoke data transformation, ETL, and in-pipeline calculation. | |
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Scalability Ability to handle increasing data volume without degradation. |
No information available | |
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Error Logging & Notification Proactively notifies users of data integration failures or mismatches. |
SAS notifies users of errors in data integration as part of standard workflow and alerting. | |
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API Availability Availability of robust RESTful or SOAP APIs for external systems. |
RESTful APIs for integration are highlighted in SAS documentation. | |
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Data Validation Rules Facility to define rules for data consistency and validation. |
Supports configuring data validation rules to ensure data accuracy and consistency. | |
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Scheduled Data Refresh Automates periodic data downloads and updates. |
Scheduled data refreshes/automated updates are available per scheduler documentation and workflow automation. | |
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Ad-hoc Data Import Tools Tools for quick, on-demand data importing and mapping. |
Product includes ad-hoc import utilities and mapping tools for on-demand data loads. | |
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Data Encryption In Transit Ensures all inbound/outbound data is encrypted during transfer. |
Documentation specifies that all data in transit is encrypted using secure protocols (SSL/TLS). | |
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Support for Multiple File Formats Handles data in formats like CSV, XML, JSON, and Excel. |
Supports industry standard formats (CSV, XML, JSON, Excel) for inbound and outbound data. |
Liability Modeling & Analytics
(11 Yes /11 Known /14 Possible features)
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Actuarial Model Library Supports standard and custom actuarial models (e.g., PUC, Projected Unit Credit, Entry Age Normal). |
Comprehensive actuarial model library included, including PUC and Entry Age Normal, cited on product page. | |
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Customizable Assumptions Edit economic (discount rates, inflation) and demographic (salary increases, mortality) assumptions. |
Lists full configuration to economic/demographic assumptions (discount rate, inflation, mortality, etc.). | |
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Scenario Analysis Evaluate liabilities under multiple future economic environments. |
Scenario analysis under multiple economic environments is a core product function. | |
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Stochastic Simulations Run Monte Carlo or other probability-based simulations. |
Monte Carlo and probability-based scenario simulations are described in the analytics engine capabilities. | |
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Deterministic Forecasting Generates single-path, point-in-time liability projections. |
Deterministic forecasting supported for point-in-time liability projections, as listed. | |
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Funding Ratio Calculation Calculates funding status and tracks changes over time. |
Funding ratio calculations and time tracking are built-in analytics. | |
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Sensitivity Analysis Measures impact of small changes to key assumptions. |
Sensitivity analysis tools for assumptions are explicitly called out in product materials. | |
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Valuation Frequency Maximum frequency for recalculating liabilities. |
No information available | |
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Model Calibration Allows calibration of model using historical data. |
Historical data is used to calibrate liability and risk models—discussed in product specs. | |
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Stress Testing Models extreme or adverse scenarios for liabilities. |
Stress testing for extreme/adverse scenarios is a core feature for risk/ALM modules. | |
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ALM Balance Sheet Projections Projects integrated asset and liability cashflows. |
Integrated balance sheet (asset/liability cashflow) projections are explicitly supported. | |
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Data Export Ability to export liability forecasts to 3rd party formats. |
Exports liability forecasts and data to external systems/formats (Excel, CSV, PDF). | |
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Peer Group Benchmarking Compare liability metrics against peer plans or industry averages. |
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Dynamic Reporting Dashboards Interactive visualization and reporting for liability analytics. |
. | No information available |
Asset Modeling & Management
(0 Yes /0 Known /13 Possible features)
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Asset Class Support Modeling capabilities for all key asset types (equities, fixed income, alternatives, etc.). |
. | No information available |
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Multi-currency Valuation Tracks and values assets across global currencies. |
. | No information available |
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Custom Asset Modeling Supports flexible creation of custom or non-standard asset classes. |
. | No information available |
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Transaction Capture Supports detailed entry/import of trades and cashflows. |
. | No information available |
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Real-time Market Data Integration Incorporate live prices, yields, and rates from market feeds. |
. | No information available |
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Portfolio Simulation Simulate forecasts or historical scenarios for portfolios. |
. | No information available |
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Asset-Liability Matching Tools Quantifies how asset cashflows match liability obligations. |
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Automated Rebalancing Engines Rules-based or algorithm-driven portfolio rebalancing. |
. | No information available |
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Performance Attribution Analysis Identifies sources of return and risk in portfolios. |
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Look-through Reporting Granular breakdown and transparency of pooled or structured products. |
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Stress Testing Estimates impacts of adverse asset market movements. |
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Custom Benchmarks Construct and track portfolio benchmarks and targets. |
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Compliance Monitoring Real-time alerting of portfolio breaches versus investment policy. |
. | No information available |
Asset-Liability Matching & Optimization
(0 Yes /0 Known /13 Possible features)
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Dedicated Cashflow Matching Tools Quantifies, visualizes, and optimizes asset-liability cashflow matches and gaps. |
. | No information available |
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Immunization Strategies Implements and measures duration/contribution matching portfolios. |
. | No information available |
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Optimization Solvers Linear/nonlinear optimizers for maximizing funding ratios or minimizing risk. |
. | No information available |
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Custom Constraints Optimization engine supports custom client constraints (ESG, illiquidity, allocations). |
. | No information available |
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Dynamic Rebalancing Suggestions Actionable rebalancing recommendations in response to liability and market shifts. |
. | No information available |
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Funding status optimization Tools to optimize for full funding or other solvency metrics. |
. | No information available |
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Hedge Effectiveness Analysis Tracks performance of LDI/liability hedging strategies. |
. | No information available |
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What-if Scenario Modeling Analyze asset-liability impact under user-designed scenarios. |
. | No information available |
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Liquidity Analysis Quantifies asset liquidity versus liability outflows. |
. | No information available |
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Cashflow Coverage Ratio Tracking Ongoing measurement of asset coverage for near-term liabilities. |
. | No information available |
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Multi-Period Optimization Optimization horizon can be set on multiple rebalancing periods. |
. | No information available |
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Constraint Violation Reporting Reports and explains where optimization fails to meet user or regulatory rules. |
. | No information available |
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Custom Objective Function Support Allows users to define their own optimization objectives. |
. | No information available |
Risk Analytics
(0 Yes /0 Known /13 Possible features)
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Interest Rate Risk Modeling Quantifies impact of rate changes on liabilities and asset values. |
. | No information available |
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Longevity Risk Analytics Measures how changes in mortality modify liability projections. |
. | No information available |
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Scenario-based Value at Risk (VaR) Provides VaR estimates at portfolio and total plan level. |
. | No information available |
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Key Rate Duration Analysis Breakdown of liability sensitivity to specific points on the yield curve. |
. | No information available |
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Inflation Risk Modeling Quantifies plan exposure to price and wage inflation. |
. | No information available |
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Concentration Risk Analysis Highlights major exposures within asset portfolios. |
. | No information available |
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Liquidity Risk Quantification Models risks from asset illiquidity and liability timing mismatches. |
. | No information available |
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Currency Risk Analysis Evaluates risk and hedging needs in global portfolios. |
. | No information available |
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Risk Reporting Frequency Maximum frequency for running and reporting risk analytics. |
. | No information available |
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Custom Risk Metric Support Allow definition of new, user-specific risk measures. |
. | No information available |
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Integrated Stress Testing Combines asset and liability stress tests in unified scenarios. |
. | No information available |
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ESG Risk Analytics Ability to analyze risks from environmental, social, and governance factors. |
. | No information available |
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Counterparty Risk Reporting Measures exposures and risks to single or groups of counterparties. |
. | No information available |
Multi-regulation & Reporting
(0 Yes /0 Known /11 Possible features)
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Compliance Templates Built-in templates and workflows for regulatory requirements (IFRS, US GAAP, Solvency II, etc.). |
. | No information available |
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Audit Trail Capture Automated tracking of changes, overrides, and approvals within the system. |
. | No information available |
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Customizable Reporting Engine Design and deploy custom statutory or management reports. |
. | No information available |
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Automated Regulatory Filings Generates compliant files for e-filing to authorities. |
. | No information available |
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Data Retention/Archiving Controls Ability to set retention periods and retrieve archived records. |
. | No information available |
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Multi-jurisdiction Support Simultaneously supports different local and global regimes. |
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On-demand Report Generation Users can generate ad-hoc reports for regulators or auditors. |
. | No information available |
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Role-based Report Access Report access tailored to user’s job function and permissions. |
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Automated Alerts for Compliance Deadlines Proactive notification of upcoming filing/reporting deadlines. |
. | No information available |
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Parameterizable Disclosure Formats Adaptation of outputs to distinct regulatory templates. |
. | No information available |
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Integrated Document Repository Stores historical and current submissions for easy retrieval. |
. | No information available |
Scenario Modeling & Forecasting
(0 Yes /0 Known /10 Possible features)
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User-defined Scenario Inputs Allows creation and editing of custom economic, demographic, and market scenarios. |
. | No information available |
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Multi-variable Scenario Support Scenarios can include correlations and interdependencies. |
. | No information available |
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Historical Scenario Replay Re-run actual past market conditions to stress test portfolios. |
. | No information available |
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Regulatory Scenario Support Supports officially prescribed scenarios for local/global regulatory evaluations. |
. | No information available |
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Multiple Simulation Methods Monte Carlo, bootstrapping, and other simulation engines integrated. |
. | No information available |
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Batch Scenario Runs Execute large sets of scenarios in parallel or scheduled batches. |
. | No information available |
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Scenario Visualization Tools Interactive graphs and tables showing scenario impacts. |
. | No information available |
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Scenario Export Options Export scenarios and results to external systems or reports. |
. | No information available |
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Scenario Storage Capacity Maximum number of scenarios stored, retrievable for comparison. |
. | No information available |
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Scenario Comparison Tools Visually compare impacts from multiple user and system-defined scenarios. |
. | No information available |
Performance, Scalability & Security
(0 Yes /0 Known /10 Possible features)
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Concurrent User Support Maximum simultaneous active users supported. |
. | No information available |
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Batch Processing Speed Throughput for bulk or overnight computations. |
. | No information available |
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Disaster Recovery Systems Capabilities for backup, failover, and minimal downtime. |
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User Role Management Fine-grained access controls by user role and department. |
. | No information available |
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Audit Logging Permanent logs of user/system actions for security and compliance. |
. | No information available |
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Single Sign-On (SSO) SSO integration with enterprise authentication providers. |
. | No information available |
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Data Encryption at Rest All stored data is encrypted and access-controlled. |
. | No information available |
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Application Response Time Mean latency for on-screen actions under standard load. |
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Modular Deployment Deploy only necessary system modules to fit client scale. |
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Penetration Testing Certification Regular third-party penetration/security testing performed. |
. | No information available |
User Experience & Workflow Automation
(0 Yes /0 Known /10 Possible features)
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Intuitive User Interface Easy-to-navigate interface with modern UX design principles. |
. | No information available |
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Customizable Dashboards Users can tailor dashboards to their role and workflow. |
. | No information available |
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Role-based Workspace Views Workspaces and home screens customized by user authority. |
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Task Automation Tools Automate repetitive, rules-driven tasks (e.g., alerts, report generation). |
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Bulk Edit/Upload Utility Allows users to import, update, and change data en masse. |
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Guided Workflow Templates In-built best-practice workflows for critical processes. |
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In-system Notifications Immediate alerts on workflows, completion, errors, or deadlines. |
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Approval & Review Chains Automated routing of changes and outputs for sign-off. |
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Help & Documentation Portal Full in-platform searchable help, guides, and API documentation. |
. | No information available |
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System Customization Access User, team, or department can self-serve adjust layouts, terms, and templates. |
. | No information available |
Reporting & Visualization
(0 Yes /0 Known /10 Possible features)
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Dynamic Interactive Charts Supports charting for assets, liabilities, ALM, and risk analytics. |
. | No information available |
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Custom Report Builder Drag-and-drop or coded report design and layout tools. |
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Scheduled Reports Automate periodic delivery of key reports to distribution lists. |
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Export to Multiple Formats Output reports in PDF, Excel, CSV, and XML for stakeholders. |
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Role-based Content Personalization Tailors reports depending on user group (board, treasury, audit, etc.). |
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Regulatory Disclosure Reports Prepackaged reports mapped to regulatory disclosure formats. |
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Audit-ready Reporting Output with full traceability and compliance evidence. |
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Customizable Visual Themes Maintain corporate branding and styles in all outputs. |
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API-Driven Data Extraction Programmatic data feeds for internal/external BI and analytics tools. |
. | No information available |
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Large Volume Report Handling High-speed and capacity for large/distributed user bases. |
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Integration & Extensibility
(0 Yes /0 Known /10 Possible features)
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Comprehensive API Suite Robust, documented APIs for push and pull to/from third-party systems. |
. | No information available |
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Plug-in/Connector Marketplace Availability of prebuilt connectors to common treasury, accounting, and investment systems. |
. | No information available |
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Custom Integration Toolkit Embedded support for customer-specific ETL (extract, transform, load) and interface development. |
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Data Feed Scheduler Rules engine for automatic periodic data exchanges with other systems. |
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Single Sign-on Integration Federated authentication with existing IT infrastructure. |
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Webhooks Support Trigger automatic push of selected events/data to other systems. |
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Custom Report API Endpoints Expose custom reporting through REST/SOAP services. |
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Third-party Authentication Support Integration with OAuth2, SAML and similar standards. |
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Integration Monitoring & Audit Monitor and log status of every inbound/outbound integration. |
. | No information available |
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Sandbox/Test Environments Full-feature dev/test environments for safe experimentation. |
. | No information available |
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