Programming with SAS Risk Engine
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, students learn how to evaluate portfolios and market states and run simulations by using SAS Risk Engine in examples, demonstrations, and practices. After completing this course, students will be comfortable working with risk actions.
Note: This course focuses on using SAS Risk Engine programmatically. Analysts who prefer using an interactive interface should take the Using the SAS Risk Engine Interface course.Learn how to Use SAS Risk Engine through code 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 and who prefer to use SAS Risk Engine programmatically
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. You can get programming exposure by attending the Programming for SAS Viya course.
This course addresses SAS Risk Engine software.
This course addresses SAS Risk Engine 2021.1.1 in SAS Viya.
Getting Started with SAS Risk Engine