sas visual analytics in risk management - example use cases

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Company Confidential Template 16x9

SAS Visual analytics in Risk ManagementPeter Plochan, FRM February 2016

Copyright 2015, SAS Institute Inc. All rights reserved.

SAS VISUAL ANALYTICSKey features:ROBUST and CONTROLLED WEB application (online access via an internet browser) for risk data exploration, reporting and report sharing (one version of truth, no data, reports or excel spaghettis flying around the organization, strictly defined user rights)

HIGH PERFORMANCE (all data loaded into memory and analyzed on-the-fly) with the possibility to drill-down to individual exposure level instantly

EASE of use (no coding required, 95% of features can be taught in half a day, new reports can be build in few hours)

INTUITIVE Drag-on-drop interface (you select the measures you want to analyze and we take care of the rest, answer to your questions is always just a few clicks away)

POWERFUL ANALYTICS (correlation matrices, decision trees) helps you to find the patterns / answers that you are looking for in no-time

BCBS 239 Principles for Risk Reporting

SAS Visual Analytics is comprised of these key components

Visual Data BuilderVisual Analytics AdministratorVisual Analytics ExplorerVisual Analytics DesignerMobile BIThe SAS LASR Analytic Server

And a streamlined, action-oriented central entry point for the key capabilities is provided by the Hub.

Lets take a closer look at each of these components

Copyright 2012, SAS Institute Inc. All rights reserved.2

SAS VISUAL ANALYTICSRisk Use Case example 1: Ad-hoc Risk analysis Quickly asses performance of multiple relevant KRIs and KRIs at the same time and across relevant aggregations and spot the outliers / unexpected developmentsCreate Rating migration matrices in seconds and identify relevant developments over time and across relevant sub portfolios

SAS VISUAL ANALYTICSRISK GENERICApplicable to:Credit RiskMarket RiskLiquidity RiskOperational RiskModel Risk ManagementALMERMIFRS 9.

SAS Visual Analytics is comprised of these key components

Visual Data BuilderVisual Analytics AdministratorVisual Analytics ExplorerVisual Analytics DesignerMobile BIThe SAS LASR Analytic Server

And a streamlined, action-oriented central entry point for the key capabilities is provided by the Hub.

Lets take a closer look at each of these components

Copyright 2012, SAS Institute Inc. All rights reserved.3

SAS VISUAL ANALYTICSRisk Use Case Example 2: Risk reporting and MonitoringMonitor performance of relevant KRIs and KRIs over time and across relevant subportfolios / periodsIdentify relevant concentrations and drill down to individual exposure level

RISK GENERICApplicable to:Credit RiskMarket RiskLiquidity RiskOperational RiskModel Risk ManagementALMERMIFRS 9.

SAS Visual Analytics is comprised of these key components

Visual Data BuilderVisual Analytics AdministratorVisual Analytics ExplorerVisual Analytics DesignerMobile BIThe SAS LASR Analytic Server

And a streamlined, action-oriented central entry point for the key capabilities is provided by the Hub.

Lets take a closer look at each of these components

Copyright 2012, SAS Institute Inc. All rights reserved.4

SAS VISUAL ANALYTICSRisk Use Case example 3: SUPPORT FOR RISK MODELING / model validation Quickly identify risk factors relevant for risk modelling (Correlation matrix, Decision tree analysis..)

Monitor / analyze developments of the relevant risk factors over time and across relevant segments in order to spot deviations that can lead to model (re)development

RISK GENERICApplicable to:Credit RiskMarket RiskLiquidity RiskOperational RiskModel Risk ManagementALMERMIFRS 9.

SAS Visual Analytics is comprised of these key components

Visual Data BuilderVisual Analytics AdministratorVisual Analytics ExplorerVisual Analytics DesignerMobile BIThe SAS LASR Analytic Server

And a streamlined, action-oriented central entry point for the key capabilities is provided by the Hub.

Lets take a closer look at each of these components

Copyright 2012, SAS Institute Inc. All rights reserved.5

SAS VISUAL ANALYTICSRisk Use Case example 4:CAPITAL AND SCENARIO ANALYSIS & REPORTINGQuickly assess development of the multiple forecasted risk factors across the relevant (sub) portfolios and over multiple time horizons & scenarios Assess the impact of various management actions

PROCESS GENERICApplicable to:Stress TestingICAAP/ ILAAPALMERMORSAIFRS 9Budgeting

SAS Visual Analytics is comprised of these key components

Visual Data BuilderVisual Analytics AdministratorVisual Analytics ExplorerVisual Analytics DesignerMobile BIThe SAS LASR Analytic Server

And a streamlined, action-oriented central entry point for the key capabilities is provided by the Hub.

Lets take a closer look at each of these components

Copyright 2012, SAS Institute Inc. All rights reserved.6

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