SAS Asset and Liability Management is designed to manage both interest rate and funding liquidity risks. It also generates both contractual and behavioral (interest and capital) cash flows for a large set of interest-bearing accounts and instruments. This solution overview provides information about working in SAS Asset Liability and Management workspaces that are used for creating scenario and shock sets, importing business evolution plans, running calculations, and exploring reports.
Learn How To
Explain the business purpose and use of SAS Asset and Liability Management. Create risk scenarios. View portfolios. Import business evolution plans. Create a cash flow generator and map. Run analyses. Create reports.
Who Should Attend
Risk and business analysts in financial institutions who are responsible for managing risks related to interest rate and funding liquidity and for generating cash flows
Prerequisites
This course is for analysts who have a basic understanding of cash flow generation and present value calculation. Introductory knowledge of SAS Viya applications and SAS programming is helpful but not required.
SAS Products Covered
SAS Asset and Liability Management
Course Outline
SAS Viya Overview nullIntroduction to SAS Asset and Liability ManagementnullRisk Engine ComponentsnullSAS Risk Scenario ManagernullSAS Portfolio ViewernullData LoadingnullCash Flow Generators and MapsnullAnalysis ReportsnullAnalysis Runsnull
