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 with SAS High Performance Risk. See the SAS Event Stream Processing page for more information.
The most recent release is SAS High-Performance Risk 3.7.
High Performance Risk 3.7 Now Available
SAS High-Performance Risk 3.7 provides the following new features:
- support for Delta-Normal analysis
- scenario cash flow and ValueData data sets
- transposed scenario analysis result set
- miscellaneous enhancements
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 an access key. Licensed customers can request the access key from SAS Technical Support.. In order to expedite your request, please include SAS High-Performance Risk in the subject field of the form.
SAS High-Performance Risk 3.7
- SAS Risk Dimensions 6.7 and SAS High-Performance Risk 3.7 documentation
- System Requirements--SAS High-Performance Risk 3.7 HTML
SAS Publishing Representatives are available in the U.S. from 8-5 ET to answer your documentation questions. Contact us at 1-800-727-0025, option 4 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 1-800-727-0025, option 4 or e-mail.
International customers, please contact your country office.