copyright © 2003, sas institute inc. all rights reserved. basel ii and beyond… sas risk...

Copyright © 2003, SAS Institute Inc. All rights reserved.

Basel II and Beyond… SAS Risk Intelligence

Simona Bonghez, PMPConsulting Manager - SAS Institute Romania

Copyright © 2003, SAS Institute Inc. All rights reserved. 2

Agenda

• SAS Institute

• SAS Risk Intelligence Strategy

• Key Strengths

• Current Market Position


Agenda

• SAS Institute

• SAS Risk Intelligence Strategy

• Key Strengths

• Current Market Position


SAS Institute - Global Reach & Local PresenceConnecting with Customers

156 offices in 53 countries

9,332 employees

4 million users worldwide • 41,708 sites

• 108 countries

Hundreds of local user groups globally

Since 2000 – present also in Romania


Agenda

1. SAS Institute

2. SAS Risk Intelligence Strategy

3. Key Strengths

4. Current Market Position


SAS Industry Framework



Credit Scoring & Rating

Portfolio Analysis

Capital Calculation

Capital Allocation

Credit Risk


SAS Industry FrameworkFraud

Investigation Workflow

Link Analysis

Transaction Monitoring

Fraud Modeling

Fraud Analysis


SAS Industry FrameworkMarket Risk

Asset Liability Analysis

Risk Projection

Analyze & Model Risk

Manage & Control Market Data


SAS Industry FrameworkAnti-Money Laundering

Investigation Workflow

Transaction Monitoring


SAS Industry FrameworkOperational Risk

Self Assessment/SOX

Loss Data Collection

External Loss Data

KPIs & Fraud Scenario Analysis

Analytics & Capital Calculation


Enterprise Intelligence Platform

OpRisk AMLMarket Risk ALM Fraud Credit Risk

Shared Risk RepositoryShared Risk Metadata

Dashboard (KRIs) Diagnostics Analytics Process View

SAS Risk Governance

SAS Risk Intelligence Platform


Agenda


2. Key Strengths



Gartner Magic Quadrant for Basel II Risk Management Application Software (Aug 2005)

The Magic Quadrant is copyrighted August 2005 by Gartner, Inc. and is reused with permission. Gartner’s

permission to print or reference its Magic Quadrant should not be deemed to be an endorsement of any company or product

depicted in the quadrant. The Magic Quadrant is Gartner’s opinion and is an

analytical representation of a marketplace at and for a specific time period. It measures vendors against

Gartner-defined criteria for a marketplace. The positioning of vendors within a Magic Quadrant is based on the

complex interplay of many factors. Gartner does not advise enterprises to select only those firms in the Leaders

segment. In some situations, firms in the Visionary, Challenger, or Niche Player

segments may be the right match for an enterprise's requirements. Well-informed vendor selection decisions should rely on

more than a Magic Quadrant. Gartner research is intended to be one of many

information sources and the reader should not rely solely on the Magic

Quadrant for decision-making. Gartner expressly disclaims all warranties, express or implied of fitness of this research for a particular purpose.

This Magic Quadrant graphic was published by Gartner, Inc. as part of a

larger research note and should be evaluated in the context of the entire report. The Gartner report is available

upon request from SAS Institute


Agenda


2. Key Strengths



Critical Success Factors

Functionality Data

Experience Flexibility

Value PropositionValue Proposition


Financial Insights, Marketplace FIN1449, April 2004, Peter Keppler, Deborah Williams

Financial Insights: Credit Risk Solution Elements


Credit Risk Solution Elements covered by SAS Credit Risk Management

Credit Risk Solution Elements covered by SAS Credit Risk Management

SAS Credit Risk Warehouse

SAS Credit Scoring

SAS Credit Portfo

lio Risk Mgmt

SAS Credit Risk Dashboard



Functionality Data




Data organisation will drive success

Risk Data Store

Operational Systems(Teradata)

Analysis & Aggregation

Extract, Transform, Load (ETL) & confirm Quality

Operational Systems(SAP)

Metadata Layer

Data Cube Table Report



Functionality Data




Flexible Architecture Leveraging Your Existing Technology Investments

Credit Risk Detailed Data

Business Unit Analysis

Business Unit Results

Consolidated ResultsFe

edba

ck

Managem

ent Information

Data Data Data



Functionality Data



Copyright © 2003, SAS Institute Inc. All rights reserved.

Review

Assessment

Requirements

Design

Construction

Final Test

Deployment

SAS Basel 2 Implementation MethodologyMore than 60 SUCCESSFUL

Basel 2 Customers

Over 1000 banking industrycustomers


300 resources with Good to Excellent Risk Management knowledge

Basel II, Credit Risk, Risk Mangement Risk Dimensions … probably some double counts for these categories

0

20

40

60

80

100

120

140

160

Count of Risk Dimensions Count of Basel 2 Count of Risk Management

US

United Kingdom

Turkey

Thailand

Taiw an

Sw eden

Spain

South Africa

Slovak Republic

Singapore

Russia

Portugal

Poland

Philippines

Norw ay

New Zealand

Netherlands

Malaysia

Korea

Japan

Italy

Indonesia

India

Hungary

Hong Kong

Germany

France

Drop Page Fields Here

Data

Office


Risk Practice – Knowledge Sharing http://rdwss.na.sas.com/crisk/default.aspx

http://sascop.na.sas.com/risk/default.aspx

CDI Toolpool



Functionality Data



copyright © 2003, sas institute inc. all rights reserved. basel ii and beyond… sas risk...

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