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SAS Products
SASŪ High-Performance Risk
SAS High Performance Risk 2.1 runs on SAS 9.3 and enables core SAS Risk Dimensions functionality for simulation, pricing, and stress testing in a multi-threaded environment. The user interface can be used for the fast-drilling of risk results, such as Value at Risk, and can perform stress testing.
Overview
SAS High-Performance Risk is a solution for financial portfolio management that enables the generation of tens or hundreds of thousands of market states for simulation analyses. You can price large portfolios for each of the generated market states. You then can derive the values of financial variables such as profit/loss, exposure, and cash flows from those prices.
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
Visit our general product information page on www.sas.com for more information.
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 Risk Dimensions. 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 2.1
- SAS High-Performance Risk 2.1: User's Guide
- SAS High-Performance Risk 2.1: Procedures Guide
Need help?
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.
Need help?
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.
Need help?
Visit the Support page to access various self-help and assisted-help resources or submit a problem through the SAS Technical Support Form.
