Case Study: Bank of India achieves consolidated, same-day portfolio risk insights with SAS Market Risk for Banking

A faster, comprehensive way to manage portfolio risk

Bank of India, a rapidly growing commercial bank with 4,892 branches and operations in 10 countries, needed a faster, more reliable way to understand portfolio risk. Reliant on treasury-supplied data and manual spreadsheets, the bank could not merge external market data or get a timely consolidated view; routine regulatory reporting and portfolio analysis took days and often felt obsolete by the time it was completed.

Implementing SAS® Market Risk for Banking automated data integration and created a timestamped repository, enabling a consolidated view from seven centers and positions in 17 currencies in one day. The bank now runs market-to-market scenarios, VaR, sensitivity analyses, limits monitoring and visual dashboards daily, supports independent testing and regulatory compliance, and has dramatically reduced manual effort and reporting times.

Bank of India

Shyamal Karmakar

Assistant General Manager of the Risk Management Department