Case Study: Gavilon achieves 80% faster daily VaR, stable credit‑risk monitoring and granular visibility with SAS BookRunner (SAS)

A SAS Case Study

Preview of the Gavilon Case Study

Agricultural commodity firm Gavilon turns to SAS® BookRunner® to monitor market and credit risk

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.


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Gavilon

Alicia Burns

Credit Manager


SAS

305 Case Studies