copyright © 2003, sas institute inc. all rights reserved. basel ii and beyond… sas risk...
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Copyright © 2003, SAS Institute Inc. All rights reserved.
Basel II and Beyond… SAS Risk Intelligence
Simona Bonghez, PMPConsulting Manager - SAS Institute Romania
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Agenda
• SAS Institute
• SAS Risk Intelligence Strategy
• Key Strengths
• Current Market Position
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Agenda
• SAS Institute
• SAS Risk Intelligence Strategy
• Key Strengths
• Current Market Position
Copyright © 2003, SAS Institute Inc. All rights reserved. 4
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
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Agenda
1. SAS Institute
2. SAS Risk Intelligence Strategy
3. Key Strengths
4. Current Market Position
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SAS Industry Framework
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SAS Industry Framework
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SAS Industry Framework
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SAS Industry Framework
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SAS Industry Framework
Credit Scoring & Rating
Portfolio Analysis
Capital Calculation
Capital Allocation
Credit Risk
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SAS Industry FrameworkFraud
Investigation Workflow
Link Analysis
Transaction Monitoring
Fraud Modeling
Fraud Analysis
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SAS Industry FrameworkMarket Risk
Asset Liability Analysis
Risk Projection
Analyze & Model Risk
Manage & Control Market Data
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SAS Industry FrameworkAnti-Money Laundering
Investigation Workflow
Transaction Monitoring
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SAS Industry FrameworkOperational Risk
Self Assessment/SOX
Loss Data Collection
External Loss Data
KPIs & Fraud Scenario Analysis
Analytics & Capital Calculation
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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
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Agenda
1. SAS Risk Intelligence Strategy
2. Key Strengths
3. Current Market Position
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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
Copyright © 2003, SAS Institute Inc. All rights reserved. 20
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
Copyright © 2003, SAS Institute Inc. All rights reserved. 23
Agenda
1. SAS Risk Intelligence Strategy
2. Key Strengths
3. Current Market Position
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Critical Success Factors
Functionality Data
Experience Flexibility
Value PropositionValue Proposition
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Financial Insights, Marketplace FIN1449, April 2004, Peter Keppler, Deborah Williams
Financial Insights: Credit Risk Solution Elements
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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
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Critical Success Factors
Functionality Data
Experience Flexibility
Value PropositionValue Proposition
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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
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Critical Success Factors
Functionality Data
Experience Flexibility
Value PropositionValue Proposition
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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
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Critical Success Factors
Functionality Data
Experience Flexibility
Value PropositionValue Proposition
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Review
Assessment
Requirements
Design
Construction
Final Test
Deployment
SAS Basel 2 Implementation MethodologyMore than 60 SUCCESSFUL
Basel 2 Customers
Over 1000 banking industrycustomers
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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
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Risk Practice – Knowledge Sharing http://rdwss.na.sas.com/crisk/default.aspx
http://sascop.na.sas.com/risk/default.aspx
CDI Toolpool
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Critical Success Factors
Functionality Data
Experience Flexibility
Value PropositionValue Proposition
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