As part of the SAS Risk Management for Banking solution installation – sas RMfB 2.1 – Luca Pagliarani intervened as a technical/functional support specialist for the interpretation of the instrument data mart, directing the supplier’s team in the application of adequate input data in terms of type, depth, frequency and granularity. In addition to the classic sas solution a new module relating to counterparty risk with an advanced model for the expected positive exposure – EPE – was created.