In view of the country’s European Union entry, HPB turned to SAS for a Firm-Wide solution that could manage credit risk, market risk and ALM.
The result was a system made up of the data mart risk, the SAS DDS, where data are stored to make it usable for each risk module, attached to the SAS Credit Risk Management Solution 4.5 for the calculation of the required capital and to what was the RMfB SAS solution prototype for measuring Market Risk and ALM. At the end of each process, the data feeds a single SAS repository, the RRR, and they are used to generate reports both regulatory and internal