Prescio SAS Services

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Data are not mere facts and figures but are the lifeblood of any business. Prescio can help you turn data into sound knowledge that will solve today’s complex and challenging business problems and capitalize on future opportunities.

Make faster, forward-looking decisions with SAS® software.

As a SAS partner, Prescio Consulting is proud to help customers improve performance and deliver value by making better decisions faster. Prescio can help transform your data into insights that provide a fresh perspective on your business. You can identify risks and opportunities, and discover potential areas for improvement.

Prescio has the right to resell SAS software licenses and deliver and support SAS software.

Our areas of focus include:

  • Predictive Analysis
  • Fraud Detection
  • Financial Risk Modeling
    • Credit Risk Modeling
    • Liquidity Risk Modeling
    • Market Risk Modeling
    • Operational Risk Modeling
  • Model Validation
  • Model Development
  • Data Visualization
  • Advanced Analytics
  • SAS Programming
  • SAS Installation and Configuration
  • SAS Implementation and Maintenance
  • SAS Administration

Prescio’s team is experienced in dealing with regulatory bodies and credit rating agencies including the OCC, OTS, FDIC, Federal Reserve, S&P, Moody’s, and Fitch. Prescio Consulting fields seasoned personnel with deep experience in US financial markets, quantitative methods, and regulatory requirements.

Predictive Analysis
We develop and utilize predictive analytics to sort through historical and real-time data; formulating models and analyses that project possible future outcomes. With the right model and correct assumptions, businesses can avoid past mistakes, duplicate success, or change course to reach their goals.

Fraud Detection
In multiple business sectors, from insurance to energy to banking, institutions face an increasing risk of fraud from internal and external sources. Preventing such fraudulent activities needs a multifaceted approach and must be implemented at multiple organizational levels. Prescio, armed with robust and up-to-date SAS technologies, offers statistical financial modeling to provide competent solutions for detecting and managing risks from fraud activities.

Model Development
Our team has extensive experience using SAS to solve a wide array of complex statistical problems. Prescio analysts leverage deep knowledge of SAS statistical tools to help formulate data-driven solutions to the unique problems your business faces. Our models are customized to meet our client’s needs, and we facilitate knowledge transfer through every step of the development process. Flawless execution and flexible project management are key factors to our success.

The following is a representative sample of our SAS  modeling experience:

  • Time Series models to predict deposit balances, NII/NIX, Letters of Credit volumes, Unused Commitments, Commercial Loans, and Operational Losses for a major US bank;
  • Operational Risk economic capital models following a Bayesian Loss Distribution Approach;
  • Copula models to examine diversification effects between multiple risk types;
  • Probability of Default (PD) models following a Merton M-Factor methodology;
  • Value-at-Risk (VaR) model to calculate worst-case-scenario losses for the FX portfolio of a major US bank.

Model Validation
We have the competency and knowledge base to thoroughly analyze all financial model components to provide a model validation that is reliable and free from bias. Our team has rich experience working with complex quantitative and statistical models in SAS and is well versed in the business context in which these models are applied. Our depth of experience and understanding are applied for assessing and making concrete improvements to your models using various SAS products.

The following is a representative sample of SAS models recently validated by Prescio:

  • Operational Risk VaR model following the Loss Distribution Approach (LDA);
  • Probability of Default (PD) models based on scorecard and logistic regression methods;
  • Loss Given Default (LGD) models and Exposure at Default (EAD) models for the commercial loan portfolio of a major US bank;
  • Time series models used to forecast the deposits of a major US bank for ALM exercises;
  • Time series models to forecast CD rate and CD early withdrawals for a major US bank.

Data Visualization
Data visualization helps you explore and make sense of your data. Adding analytics to your visualizations helps transform your data into meaningful and usable information. Prescio can help explore, examine, and present data in an easily understandable way, and arrange their findings in a variety of formats. We leverage business intelligence and data visualization tools like SAS Visual Analytics.

Prescio provides the following services to manage your SAS servers and ensure that your systems remain efficient and reliable:

  • Assessment of your Requirements, Technology Selection, and Infrastructure Setup.
  • Carrying out the Installation, Configuration, and Implementation of SAS servers in Development, Test, and Production environments.
  • Handling day-to-day operations of the SAS environment, including maintaining the metadata and applying hot fixes.
  • Synchronizing Backup and Restore operations for metadata servers and middle-tier machines.
  • Data cleaning, manipulation and production, and optimization of reports, employing various SAS procedures.
  • Providing on-site training for SAS Administration and high level SAS lifecycle to internal IT staff.
  • Working closely with SAS Technical Support related to issues and updates.

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