SAS Risk Engine: Using the Solution
SAS Risk Engine is an end-to-end risk calculator for a wide variety of risk applications, including market risk, credit risk, asset liability management, and risk aggregation. In this course, risk analysts learn how to evaluate portfolios and market states and run simulations. Use of SAS Risk Engine and risk pipelines is demonstrated and practiced. Students will become comfortable working with risk actions and creating pipelines via the user interface.Learn how to use SAS Risk Engine through code or via the user interface to configure and execute risk models and explore results. After completing the course, students will be able to:
Who should attendRisk analysts responsible for creating and deploying risk models to support activities such as stress testing, credit loss reserving (including regulatory), and loan valuations.
This course is for modelers and risk analysts who are experienced using statistical modeling concepts and methods. Experience with programming for SAS Viya is helpful, but not required.
This course addresses SAS Risk Engine software.
This course addresses SAS Risk Engine 2020.1.1 in SAS Viya.
Getting Started with SAS Risk Engine