Case Study: United Overseas Bank achieves near-real-time risk insights with SAS High-Performance Analytics

Transforming banking with near-real time risk calculations

United Overseas Bank (UOB), a large regional bank operating across 18 countries, faced the challenge of pricing and managing risk across millions of loans and instruments with models that took days—or even up to 11 days—to run. That latency hindered timely pricing, portfolio-level capital allocation, integration of credit, market and liquidity risk, and compliance with growing regulatory stress‑testing demands.

UOB partnered with SAS to deploy SAS High‑Performance Analytics—combining grid computing, matrix-based and in-database analytics—which dramatically cut run times (Monte Carlo economic‑capital runs fell from days to hours and complex combined-risk runs to minutes). The near‑real‑time capability improved pricing and market timing, enabled enterprise-wide capital optimization and scenario analysis, supported regulatory engagement, and freed risk staff to focus on higher‑value analytics and product development.

United Overseas Bank

Tham Ming Soong

Former Chief Risk Officer