This course prepares students to configure SAS Risk Dimensions and optimize its performance, and to maintain and extend the solution after implementation.
Learn how to
- configure SAS Risk Dimensions using different methodologies
- use different approaches to optimize the performance of the application
- identify the sequence of the configuration process and carry out steps within the process
- explore the SAS Risk Dimensions environment through the GUI interface and SAS data set manipulation.
Who should attend
SAS consultants, partners, and system administrators at client sites, who are responsible for implementing SAS Risk Dimensions or maintaining and extending the solution after implementation
Before taking this course, students should have a working knowledge of financial risk management and experience with Base SAS programming. Specifically, they should be able to use SAS software to
- run procedures
- build and compile custom SAS functions, subroutines, and methods
- build and include simple macros.
These SAS skills can be gained by completing the Programming Essentials for SAS Solutions
It is also recommended that attendees have knowledge of the kind of analyses that SAS Risk Dimensions can provide. This knowledge can be gained by completing the SAS Risk Dimensions: Analysis course.
This course addresses SAS for Enterprise Risk Management software.This course addresses SAS Risk Dimensions.
Configuration Environments Portfolios
- functional components
- instrument variables
- output variables
- pricing methods
- input methods
- functions and subroutines
- instrument types
- portfolio files
- risk factors
- risk factor curves
- risk factor transformation methods
- reference mapping
- risk factor models
- market data
- risk engine
SAS Risk Dimensions GUI
- method blocks
- project break-up
- portfolio segmentation
- navigation and SAS Risk Dimensions objects