SAS Products

SAS Risk Dimensions Examples

Getting Started

Assessing Credit Risk
Assessing Market Risk
Assessing Market Risk Using the HPRISK Procedure

Using Features of SAS Risk Dimensions

Creating an Analysis Environment for a Coupon Bond Portfolio
Inserting Rare Events into a Simulation
Optimizing Portfolios
Stressing Instrument and Counterparty Variables
Stressing Variables in a Scenario Analysis
Using Cash Flow Legs
Using Copula Aggregation with the AGGREGATION Procedure
Using Distortion Risk Measures
Using Trading Methods