SAS® Risk Management Delivers FEA Multi-Asset Class Libraries

June 19, 2002 — Berkeley, Calif.

Financial Engineering Associates, Inc. (FEA) and SAS®, the leader in business intelligence and an FEA Alliance Partner, have teamed up to deliver FEA’s pricing libraries with SAS® Risk Management, SAS’ comprehensive risk management software solution. SAS Risk Management clients can choose any of FEA’s libraries covering multiple asset-classes, including energy, equities, FX, commodities and interest-rate instruments.

"FEA is a proven leader in the development of derivative pricing libraries," said Austin Trippensee, Solution Manager for SAS Risk Management. "With FEA, our clients can confidently select from the most trusted and widely-used pricing tools."

"Our clients face many risks centered on the complexity of their deals, as well as the multiple structures and pricing methods used across their enterprises," said Laurent Birade, FEA VP of Sales and Marketing. "Enterprises using FEA have the same consistent models from the treasury system to risk management reports to the trading desk."

Compatible with multiple platforms and systems, FEA analytic components are found in many proprietary and third-party systems worldwide, as well as in portals, ASP, and real-time trading platforms. FEA differentiates itself as a thought leader in analytics by going beyond standard financial textbooks to create new foundations for financial calculations. Mark Garman, FEA Chief Scientist and President, said, "Our recent collaboration with SAS underscores our efforts to deliver consistently high quality solutions to our clients."

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