SASŪ High-Performance Risk
SAS High-Performance Risk is a solution for financial portfolio management that enables you to price very large portfolios for thousands of market states. You then can derive the values of financial variables such as profit/loss, exposure, and cash flows from those prices. The solution can aggregate values across market states and compute risk measures on demand, based on the ad hoc hierarchy that you request. The solution can also be used for on-demand stress testing.
SAS High-Performance Risk has the following characteristics:
- runs on a computer grid or a single computer system with multiple CPUs
- is multi-threaded, which increases responsiveness and concurrency
- uses in-memory analytics to reduce the I/O burden and run times of computations
You can use SAS Event Stream Processing Engine with SAS High Performance Risk. See the SAS Event Stream Processing Engine documentation page for more information.
The most current release is SAS High-Performance Risk 3.3.
High Performance Risk 3.3 Now Available
SAS High-Performance Risk 3.3 provides the following new features:
- enhancements to scenario creation and stress testing
- enhanced support for counterparty risk and credit value adjustment (CVA)
- ability to price a portfolio by both positions and market states
Visit our general product information page on www.sas.com for more information.
Free Online Documentation
The documentation for SAS High-Performance Risk is provided on a secure site that requires a user ID and password.
You can obtain access to the secure site if you are a licensed customer of SAS High-Performance Risk. To request access, contact your SAS consultant. Or, contact SAS Technical Support directly. Be sure to provide the SAS Site Number for your SAS High-Performance Risk software license along with your request.
SAS High-Performance Risk 3.3
- SAS High-Performance Risk 3.3: User's Guide
- Accessibility Features of SAS High-Performance Risk 3.3
- SAS High-Performance Risk 3.3: Procedures Guide
- SAS High-Performance Risk 3.3: Administrator's Guide
- SAS Risk Dimensions 6.3: User's Guide
- SAS Risk Dimensions 6.3: Procedures Guide
- SAS Risk Dimensions 6.3: Administrator's Guide
SAS Publishing Representatives are available in the U.S. from 8-5 ET to answer your documentation questions. Contact us at 1-800-727-3228 or e-mail.
SAS currently does not offer public training for SAS High-Performance Risk. You may submit your requests for training using our Interest List.
Your input will be reviewed as we develop the course schedule throughout the year. From time to time, we are able to add course dates to our schedule based on your input.
Curriculum consultants are available in the U.S. from 9-5 EST. Contact us at 1-800-333-7660 or e-mail.
International customers, please contact your country office.