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SAS Products

SAS® Risk Dimensions®

Product Specific Resources
News about SAS Risk Dimensions
What’s New in SAS Risk Dimensions 5.3

SAS Risk Dimensions environments are now stored in data sets rather than catalogs. The preproduction RDC procedure is provided to convert catalog-based environments to data sets.

SAS Risk Dimensions now provides features that expand your ability to analyze trading activity. For example, you now can create a CASHACCOUNT instrument data set, in which each observation represents a distinct cash account. For a project, you can control the horizon when the effects of trades are applied to the holding and cash position of an instrument.

In previous releases of SAS Risk Dimensions, risk factor arrays could have only one dimension, and the name of that dimension was maturity. SAS Risk Dimensions now extends this feature to offer one- and two-dimensional risk factor surfaces that can have dimensions with user—defined names. Values on the surface are determined by an underlying grid of scalar risk factors.


Overview

SAS Risk Dimensions enables users to integrate the measurement of market and credit risk. It includes SAS data access and repository technologies to manage position and market data. It provides advanced analytics and simulation techniques for modeling risk and robust report writing capabilities.

Visit our general product information page on www.sas.com for more information.

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Documentation

The documentation for SAS Risk Dimensions 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 Risk Dimensions software license along with your request.

SAS Risk Dimensions lock

SAS Risk Dimensions 5.3

  • SAS Risk Dimensions 5.3: User's Guide, Second Edition
  • SAS Risk Dimensions 5.3: Procedures Guide, Second Edition
  • SAS Risk Dimensions 5.3: Examples, Second Edition
  • System Administration Notes for SAS Risk Dimensions
  • Additional information is available through the Help menu of the SAS Risk Dimensions GUI

Technical Papers

  • TS-809 Troubleshooting SAS RIsk Dimentions [PDF]
  • Cash Flow Modeling for Fixed-Income Securities: A New Approach Using the SAS Risk Management for Banking Solution [PDF]
  • A Goal Programming Approach to Strategic Bank Balance Sheet Management [PDF]
Training

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.

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Samples and SAS Notes

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.

Conversations
Discussion Forums

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