SAS Risk Dimensions: Configuration and Analysis

This course is not currently scheduled.

Duration: 3.0 days
Course fee:
EPTO units: .
CEUs: 1.8

This course provides an introduction to the SAS Risk Dimensions solution using the GUI and batch interfaces.

Learn how to

prepare data for analysis and register data
define Risk Dimensions objects
configure risk analyses
define and run projects.

Who should attend

Users of the SAS Risk Dimensions solution who want to conduct market and credit risk analyses of financial data. The course is most appropriate for the Windows environment.

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Prerequisites

Before attending this course, you should have a working knowledge of risk management and be able to use Base SAS software to

read in raw data and create SAS data sets
subset and enhance data
view and access data
write pricing functions and time series models
assign macro variables.

You can gain the SAS software skills by completing the SAS Essentials for Risk Dimensions course.

Course Contents

Overview of Risk Management Basics

risk analysis and risk management

Overview of Risk Dimensions

preparing portfolio data for analysis
preparing market data for analysis
understanding analysis and inheritance

Defining Risk Dimensions Objects

the RISK procedure
defining Risk Dimensions variables
defining risk factor curves
defining reference mapping
creating cross-classifications< li>lag time grids

Compiling SAS Functions and Method Programs

using SAS functions and subroutines
using method programs

Defining Instrument Types

exploring the nature of instrument types

Registering Market and Portfolio Data

registering market data
registering portfolio data

Configuring Risk Analyses

market risk analyses
credit risk analyses
general risk analyses

Working with Projects

defining and running projects
controlling project processing

Data-Driven Configuration

defining Risk Dimensions objects

Risk Factor Modeling and Simulation

introduction to risk factor modeling and simulation
Monte-Carlo simulation and copulas

Incorporating External C and C++ Functions into Risk Dimensions

accessing external C and C++ functions

Software

This course addresses SAS for Enterprise Risk Management.

Course Materials

Students receive a hardcopy of the course notes and, in some courses, can choose to take home a copy of the course data.

Share Your Thoughts

Are there additional topics you'd like for this course to address? Would you like for this course to be offered at another training facility? Let us know by adding to our Interest List.

Course fee and EPTO units will differ for on-site training.

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