The recent incremental risk to the Basel market risk requires banks to estimate, separately, the default and migration risk of their trading portfolios that are exposed to credit risk. The regulation requires the total regulatory charges for trading books to be computed as the sum of the market...

The application of credit risk models in Comprehensive Capital Analysis and Review and European Banking Authority mandated regulatory macroeconomic stress testing is of significant concern for banks. The credit models that are used to project stressed losses and impairments under macroeconomic...

This paper discusses challenges that financial institutions face in the area of liquidity risk measurement and management. The SAS response to these challenges is to deliver an integrated risk solution, SAS® Risk Management for Banking, that can meet the immediate requirements banks have while...

Financial institutions face many challenges due to recent Basel III-related changes in the area of counterparty exposure measurement and management. In response to these challenges, SAS delivers an integrated risk offering – SAS® Risk Management for Banking – that can meet the immediate...