SAS
305 Case Studies
A SAS Case Study
Gavilon, an $18 billion global agricultural commodities firm trading more than 250 commodities and working with over 15,000 counterparties, needed to automate and accelerate its daily value‑at‑risk (VaR) reporting, improve workflow and system stability for credit risk management, and gain visibility into underlying data rather than just aggregated summaries.
Gavilon implemented SAS BookRunner to automate VaR and credit workflows, consolidate data from 18 operational systems, and provide drill‑down visibility into business units, product lines and counterparties. The new process reduced VaR runtime to under 10 minutes (an ~80% improvement), eliminated system crashes, increased risk‑team productivity, and delivered timely, granular risk insights that support faster, better decisions and scalable growth.
Alicia Burns
Credit Manager