This course provides training on SAS Risk Dimensions functionality, including creating a risk environment, mapping risk factors, assigning risk method programs, and running simulations.

• Create a risk environment with the RISK procedure.
• Generate a portfolio file with PROC RISK.
• Write a basic pricing method with the COMPILE procedure.
• Set up a Monte Carlo simulation.

Who should attend

Formats available	Standard Duration (duration can vary, see event schedule for details)
Classroom:	1 day
Live Web Classroom:	2 half-day session(s)
e-Learning:	7 hours/180 day license

Before taking this course, you should have:

• Basic programming skills.
• A familiarity with risk terminology.

This course addresses SAS Risk Management software.

• Introduction to SAS Risk Dimensions.

• Working with PROC RISK functionality.
• Creating an environment and declaring output variables.
• Declaring risk factors.

• Describing data consumed by SAS Risk Dimensions.
• Discussing portfolio filters.
• Examining data sets that are input to the analysis.
• Registering the input data sources.

• Providing a general description of the various types of simulations that are available in SAS Risk Dimensions.
• Adding simulation definitions to the risk environment.
• Defining various analysis types.
• Describing Copula simulations and random number generators available in SAS Risk Dimensions.

• Reviewing PROC COMPILE functionality.
• Using PROC COMPILE to create functions.
• Writing multiple method programs.
• Describing types of method programs.

• Running projects from the risk environment.
• Creating a report based on a completed analysis run.